+152.5%
JPM vs RGEN
-44.3%
+196.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | -0.4% | -4.6% | +4.1% | +0.1% |
| 30D | -1.4% | +1.2% | -2.6% | -1.7% |
| 3M | +13.9% | +26.8% | -12.9% | +10.3% |
| 6M | +23.5% | +29.1% | -5.5% | +18.9% |
| YTD | +11.6% | +0.7% | +10.9% | +10.6% |
| 1Y | +21.4% | +39.1% | -17.7% | +15.3% |
| 3Y | +163.4% | +2.2% | +161.2% | +152.8% |
| 5Y | +152.5% | -44.0% | +196.5% | +131.2% |
| All | +152.5% | -44.3% | +196.8% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 5y: compounded portfolio wealth divided by compounded RGEN 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…
5y analysis · Full analysis span regression · 6 months rolling