+135.3%
JPM vs EIX
+18.4%
+116.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +3.5% | +1.4% | +2.1% | +3.2% |
| 30D | +3.3% | +8.5% | -5.3% | +1.5% |
| 3M | -4.2% | -13.5% | +9.3% | -2.1% |
| 6M | +16.4% | -12.4% | +28.8% | +18.2% |
| YTD | +9.5% | +5.9% | +3.6% | +5.0% |
| 1Y | +14.0% | +7.6% | +6.4% | +8.7% |
| 3Y | +153.1% | +12.8% | +140.3% | +129.8% |
| All | +135.3% | +18.4% | +116.9% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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