+162.3%
JPM vs EXEL
+164.8%
-2.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | -1.4% | +10.1% | -11.6% | -2.5% |
| 3M | +13.9% | +10.1% | +3.9% | +12.6% |
| 6M | +23.5% | +37.7% | -14.1% | +18.8% |
| YTD | +11.6% | +33.1% | -21.4% | +7.6% |
| 1Y | +21.4% | +52.4% | -31.0% | +14.9% |
| All | +162.3% | +164.8% | -2.5% | +134.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling