+10,848.8%
JPM vs NEM
+419.1%
+10,429.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +1.0% |
| 7D | +3.5% | -6.4% | +9.9% | +3.7% |
| 30D | +3.3% | +1.4% | +1.8% | +3.2% |
| 3M | -4.2% | -0.7% | -3.5% | -4.2% |
| 6M | +16.4% | -4.5% | +20.9% | +16.4% |
| YTD | +9.5% | +14.0% | -4.5% | +8.8% |
| 1Y | +14.0% | +27.3% | -13.3% | +12.9% |
| 3Y | +153.1% | +250.5% | -97.4% | +142.7% |
| 5Y | +134.9% | +121.1% | +13.8% | +127.1% |
| 10Y | +485.7% | +358.3% | +127.4% | +456.8% |
| All | +10,848.8% | +419.1% | +10,429.7% | +11,834.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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