+1,292.1%
JPM vs EXEL
+341.7%
+950.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | 0.0% |
| 7D | +1.6% | +1.6% | 0.0% | +1.3% |
| 30D | +3.4% | +17.4% | -13.9% | +0.5% |
| 3M | -5.7% | +38.6% | -44.3% | -11.1% |
| 6M | +13.5% | +41.2% | -27.7% | +6.3% |
| YTD | +8.4% | +59.3% | -50.9% | -1.1% |
| 1Y | +9.1% | +60.2% | -51.2% | -0.7% |
| 3Y | +149.5% | +232.6% | -83.1% | +94.5% |
| 5Y | +132.6% | +285.9% | -153.3% | +73.6% |
| 10Y | +480.0% | +325.9% | +154.2% | +287.5% |
| All | +1,292.1% | +341.7% | +950.4% | +399.5% |
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