+465.0%
JPM vs EMR
+279.2%
+185.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | +3.5% | +2.8% | +0.6% | +1.7% |
| 30D | +3.3% | +3.7% | -0.4% | +0.9% |
| 3M | -4.2% | +2.0% | -6.2% | -5.8% |
| 6M | +16.4% | +22.1% | -5.7% | +1.6% |
| YTD | +9.5% | +27.2% | -17.7% | -8.2% |
| 1Y | +14.0% | +32.0% | -18.0% | -6.7% |
| 3Y | +153.1% | +103.3% | +49.8% | +49.9% |
| 5Y | +134.9% | +88.2% | +46.7% | +43.1% |
| All | +465.0% | +279.2% | +185.8% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling