Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • JPM vs SE✓SelectedUSD · SEJPM vs SE performance historyLatest closeAs of-1.43%09/08
Stock and ETF performance explorer

JPM vs SE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+152.8%
SE return
-67.4%
Excess return
+220.2%
Maximum drawdown
-38.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioSEExcessAlpha
1D-1.4%+1.1%-2.5%-1.5%
7D-0.4%+0.6%-1.0%-0.5%
30D-1.1%-0.1%-1.0%-1.3%
3M+14.1%+34.1%-20.0%+10.4%
6M+23.3%+23.2%+0.1%+20.0%
YTD+11.3%-11.2%+22.4%+11.6%
1Y+23.0%-40.5%+63.5%+28.2%
3Y+162.6%+196.3%-33.7%+131.0%
5Y+152.8%-67.0%+219.8%+138.7%
All+152.8%-67.4%+220.2%+138.7%

Cumulative growth

Daily Returns

Daily percentage return beside SE.

Daily Out/Under-Performance

Portfolio return minus SE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × SE 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 SE 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