+11,186.3%
JPM vs RGEN
+1,576.0%
+9,610.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.9% |
| 7D | +0.3% | -4.9% | +5.2% | +0.6% |
| 30D | -0.2% | +5.7% | -5.8% | -0.5% |
| 3M | +15.9% | +32.4% | -16.6% | +13.7% |
| 6M | +20.9% | +33.2% | -12.2% | +18.5% |
| YTD | +12.9% | +2.3% | +10.6% | +12.3% |
| 1Y | +20.3% | +39.0% | -18.7% | +17.3% |
| 3Y | +160.9% | -4.6% | +165.6% | +156.9% |
| 5Y | +154.8% | -42.7% | +197.5% | +154.8% |
| 10Y | +591.1% | +433.6% | +157.5% | +501.1% |
| All | +11,186.3% | +1,576.0% | +9,610.3% | +7,668.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling