+1,305.8%
JPM vs EXEL
+336.4%
+969.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.0% |
| 3M | -4.2% | +36.3% | -40.5% | -9.5% |
| 6M | +16.4% | +34.5% | -18.1% | +9.9% |
| YTD | +9.5% | +57.4% | -47.9% | +0.1% |
| 1Y | +14.0% | +62.9% | -48.9% | +3.5% |
| 3Y | +153.1% | +229.5% | -76.4% | +97.6% |
| 5Y | +134.9% | +281.2% | -146.3% | +75.7% |
| 10Y | +485.7% | +320.7% | +165.0% | +292.1% |
| All | +1,305.8% | +336.4% | +969.4% | +405.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling