+19.9%
JPM vs EMR
+13.6%
+6.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -2.3% | -1.2% | -1.1% | -2.0% |
| 30D | -2.3% | -9.4% | +7.1% | +1.0% |
| 3M | +14.9% | +8.6% | +6.3% | +10.9% |
| 6M | +23.6% | +6.7% | +16.9% | +19.4% |
| YTD | +11.3% | +13.1% | -1.8% | +5.3% |
| 1Y | +19.9% | +12.7% | +7.2% | +12.9% |
| All | +19.9% | +13.6% | +6.3% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling