+2,678.1%
JPM vs DGX
+8,631.6%
-5,953.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | -2.3% | -3.5% | +1.1% | -1.1% |
| 30D | -2.3% | -2.7% | +0.3% | -1.4% |
| 3M | +14.9% | +13.9% | +1.0% | +9.3% |
| 6M | +23.6% | +16.0% | +7.6% | +16.6% |
| YTD | +11.3% | +34.9% | -23.7% | -1.2% |
| 1Y | +19.9% | +30.6% | -10.7% | +7.5% |
| 3Y | +162.6% | +93.0% | +69.6% | +101.0% |
| 5Y | +154.6% | +64.4% | +90.2% | +104.2% |
| 10Y | +589.9% | +248.1% | +341.8% | +308.0% |
| All | +2,678.1% | +8,631.6% | -5,953.4% | +570.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling