+10,848.8%
JPM vs EMR
+4,423.3%
+6,425.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | +3.5% | +2.8% | +0.6% | +1.6% |
| 30D | +3.3% | +3.7% | -0.4% | +0.8% |
| 3M | -4.2% | +2.0% | -6.2% | -5.9% |
| 6M | +16.4% | +22.1% | -5.7% | +0.9% |
| YTD | +9.5% | +27.2% | -17.7% | -8.9% |
| 1Y | +14.0% | +32.0% | -18.0% | -7.5% |
| 3Y | +153.1% | +103.3% | +49.8% | +49.1% |
| 5Y | +134.9% | +88.2% | +46.7% | +42.5% |
| 10Y | +485.7% | +280.4% | +205.3% | +114.0% |
| All | +10,848.8% | +4,423.3% | +6,425.5% | +885.3% |
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