+11,186.3%
JPM vs EMR
+4,039.8%
+7,146.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -2.1% |
| 7D | +0.3% | -1.5% | +1.8% | +1.2% |
| 30D | -0.2% | -5.6% | +5.5% | +3.3% |
| 3M | +15.9% | +7.9% | +7.9% | +9.2% |
| 6M | +20.9% | +6.0% | +14.9% | +14.4% |
| YTD | +12.9% | +16.4% | -3.6% | -0.3% |
| 1Y | +20.3% | +16.6% | +3.7% | +5.5% |
| 3Y | +160.9% | +62.9% | +98.1% | +77.5% |
| 5Y | +154.8% | +60.1% | +94.7% | +71.8% |
| 10Y | +591.1% | +268.7% | +322.3% | +157.7% |
| All | +11,186.3% | +4,039.8% | +7,146.4% | +978.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling