+152.5%
JPM vs DGX
+66.8%
+85.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | -0.7% | -0.9% | +0.2% | -0.5% |
| 30D | -2.5% | -1.2% | -1.3% | -2.2% |
| 3M | +14.1% | +15.8% | -1.6% | +9.8% |
| 6M | +25.1% | +18.2% | +6.9% | +19.6% |
| YTD | +12.1% | +37.2% | -25.1% | +2.4% |
| 1Y | +18.8% | +30.4% | -11.5% | +10.0% |
| 3Y | +163.4% | +96.7% | +66.7% | +109.3% |
| All | +152.5% | +66.8% | +85.7% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling