+465.0%
JPM vs EXEL
+320.7%
+144.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | +3.5% | -0.8% | +4.3% | +3.6% |
| 30D | +3.3% | +13.1% | -9.9% | +1.3% |
| 3M | -4.2% | +36.3% | -40.5% | -8.8% |
| 6M | +16.4% | +34.5% | -18.1% | +10.8% |
| YTD | +9.5% | +57.4% | -47.9% | +1.3% |
| 1Y | +14.0% | +62.9% | -48.9% | +4.8% |
| 3Y | +153.1% | +229.5% | -76.4% | +103.2% |
| 5Y | +134.9% | +281.2% | -146.3% | +81.1% |
| All | +465.0% | +320.7% | +144.2% | +310.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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