+150.1%
JPM vs EMR
+104.1%
+46.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | +1.2% | +0.7% | +0.5% | +0.9% |
| 30D | +2.7% | +3.5% | -0.8% | +1.2% |
| 3M | -4.5% | +5.9% | -10.4% | -7.0% |
| 6M | +14.3% | +19.4% | -5.1% | +5.0% |
| YTD | +8.2% | +27.7% | -19.5% | -4.5% |
| 1Y | +10.0% | +30.9% | -20.9% | -4.1% |
| All | +150.1% | +104.1% | +46.0% | +87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling