+10,848.8%
JPM vs EIX
+1,175.7%
+9,673.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +3.5% | +1.4% | +2.1% | +3.1% |
| 30D | +3.3% | +8.5% | -5.3% | +0.7% |
| 3M | -4.2% | -13.5% | +9.3% | -1.5% |
| 6M | +16.4% | -12.4% | +28.8% | +18.7% |
| YTD | +9.5% | +5.9% | +3.6% | +4.8% |
| 1Y | +14.0% | +7.6% | +6.4% | +8.5% |
| 3Y | +153.1% | +12.8% | +140.3% | +132.0% |
| 5Y | +134.9% | +19.2% | +115.7% | +109.4% |
| 10Y | +485.7% | +34.9% | +450.9% | +384.0% |
| All | +10,848.8% | +1,175.7% | +9,673.1% | +3,594.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling