+152.5%
JPM vs XLV
+33.9%
+118.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.9% |
| 7D | -0.7% | -3.6% | +2.9% | +1.8% |
| 30D | -2.5% | -1.8% | -0.6% | -1.4% |
| 3M | +14.1% | +7.8% | +6.4% | +7.7% |
| 6M | +25.1% | +9.1% | +16.0% | +16.8% |
| YTD | +12.1% | +7.7% | +4.4% | +5.4% |
| 1Y | +18.8% | +20.4% | -1.6% | +2.5% |
| 3Y | +163.4% | +30.8% | +132.6% | +109.7% |
| All | +152.5% | +33.9% | +118.6% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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