Manager SkillAllocatorsExamplesEvidenceAccessAnalyst
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Native artifact registry · 7 artifacts · rendered live

Artifact Gallery

Every visual is the real component, drawn live from the fund snapshot — the same building blocks the tearsheet, roster, and manager pages use. Subject: SEEGX · JPMorgan Large Cap Growth Fund · open its tearsheet →

Cumulative return strip

portfolio_daily.rows (cumulative gross vs buyable)

Fund tearsheet →
0%10%20%30%40%MayJunJulAugSepOctNovDecJanFebMarAprMay20252026
Gross +30.4%Buyable +33.0%Selection gap -2.6%

Return composition — waterfall

portfolio_history → trailing attribution

Fund tearsheet →
Market
+31.5%
Sector
-0.8%
Subsector
-1.2%
Style tilt
-3.7%
Stock selection
-1.9%
Gross

Risk decomposition — with peer reference

variance_shares_full + tracked-pension composite

Fund tearsheet · Summary →
Risk decomposition
This manager
71%
19%
Tracked-pension composite · 11 mgrs
74%
20%
Market

Risk — full vs recent

variance_shares_full + _recent

Fund tearsheet · Full →
Full history
71%
19%
MarketSectorSubsectorStyle tiltResidual risk
Recent window
84%

NAV / CAPM / ERM3 fit

fund_fit

Fund tearsheet · Full →
Beta to SPY1.07market sensitivity
CAPM R²88%variance explained by 1-factor beta
ERM3 multifactor R²96%variance explained by the full cascade
NAV correlation0.87modeled vs reported NAV
Residual vol (ann.)6.2%the un-modeled, stock-specific piece
NAV vol (ann.)18.1%total realized volatility
Alpha (ann.)-1.9%CAPM intercept
Window244 moestimation length

Peer rank

cohort_context.ranks

Fund tearsheet · Standard →

Style cell · Large Growth

portfolio gross return· 12m#50 / 421top 12%
portfolio gross return· 36m#49 / 421top 12%
portfolio idiosyncratic return· 36m#50 / 421top 12%
total adj mv· 1m#4 / 421top 1%
weight sum· 1m#29 / 421top 7%

Top holdings — ERM3 cascade

holdings.top (enriched l3_*_er)

Fund tearsheet →
HoldingWeightMarketSectorSubsec.Residual
NVDA12.7%43%11%-1%47%
AAPL11.3%14%2%-1%85%
GOOG

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Manager SkillAllocatorsExamplesEvidenceAccessAnalyst
Checking session...

Native artifact registry · 7 artifacts · rendered live

Artifact Gallery

Every visual is the real component, drawn live from the fund snapshot — the same building blocks the tearsheet, roster, and manager pages use. Subject: SEEGX · JPMorgan Large Cap Growth Fund · open its tearsheet →

Cumulative return strip

portfolio_daily.rows (cumulative gross vs buyable)

Fund tearsheet →
0%10%20%30%40%MayJunJulAugSepOctNovDecJanFebMarAprMay20252026
Gross +30.4%Buyable +33.0%Selection gap -2.6%

Return composition — waterfall

portfolio_history → trailing attribution

Fund tearsheet →
Market
+31.5%
Sector
-0.8%
Subsector
-1.2%
Style tilt
-3.7%
Stock selection
-1.9%
Gross

Risk decomposition — with peer reference

variance_shares_full + tracked-pension composite

Fund tearsheet · Summary →
Risk decomposition
This manager
71%
19%
Tracked-pension composite · 11 mgrs
74%
20%
Market

Risk — full vs recent

variance_shares_full + _recent

Fund tearsheet · Full →
Full history
71%
19%
MarketSectorSubsectorStyle tiltResidual risk
Recent window
84%

NAV / CAPM / ERM3 fit

fund_fit

Fund tearsheet · Full →
Beta to SPY1.07market sensitivity
CAPM R²88%variance explained by 1-factor beta
ERM3 multifactor R²96%variance explained by the full cascade
NAV correlation0.87modeled vs reported NAV
Residual vol (ann.)6.2%the un-modeled, stock-specific piece
NAV vol (ann.)18.1%total realized volatility
Alpha (ann.)-1.9%CAPM intercept
Window244 moestimation length

Peer rank

cohort_context.ranks

Fund tearsheet · Standard →

Style cell · Large Growth

portfolio gross return· 12m#50 / 421top 12%
portfolio gross return· 36m#49 / 421top 12%
portfolio idiosyncratic return· 36m#50 / 421top 12%
total adj mv· 1m#4 / 421top 1%
weight sum· 1m#29 / 421top 7%

Top holdings — ERM3 cascade

holdings.top (enriched l3_*_er)

Fund tearsheet →
HoldingWeightMarketSectorSubsec.Residual
NVDA12.7%43%11%-1%47%
AAPL11.3%14%2%-1%85%
GOOG

Local-First Data Policy — Your holdings are resolved locally against our Security Master. Data never leaves your machine.

The Engine
  • Developers
  • API
  • SDK
  • CLI
The Science
  • What's inside
  • Artifact gallery
  • Methodology wiki ↗
  • Glossary
  • ERM3 overview
  • SEC Filing Calendar
  • 13F Filers
+23.4%
Sector
Subsector
Style tilt
Residual risk
MarketSectorSubsectorStyle tiltResidual risk

Residual risk share (stock-specific variance) is down 14.8pp recently — the fund is taking less stock-specific risk.

10.3%
28%
13%
-1%
60%
MSFT5.8%14%-1%24%63%
TSLA4.3%38%12%3%46%
META3.9%21%20%2%57%
MA2.9%3%41%4%52%
GEV2.9%24%9%5%62%
JNJ2.8%-1%42%-0%59%
LLY2.7%0%49%-1%51%
WMT2.5%-3%39%0%64%
AMZN2.5%29%21%4%46%
GS2.5%41%8%13%38%
PM2.1%-1%30%-0%70%
GILD2.1%1%25%0%74%

Market, Sector and Subsector shares are negative for some holdings above: over this window those layers covaried negatively with the position, offsetting its variance rather than adding to it. Shown signed here; the composite bar cannot draw a negative width, so it clamps such a layer to 0% and says so beneath itself.

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© 2026 RiskModels · Blue Water Macro Corp.|System Status:Operational|Holdings-based.

Informational use only — not investment advice. Blue Water Macro Corp.

+23.4%
Sector
Subsector
Style tilt
Residual risk
MarketSectorSubsectorStyle tiltResidual risk

Residual risk share (stock-specific variance) is down 14.8pp recently — the fund is taking less stock-specific risk.

10.3%
28%
13%
-1%
60%
MSFT5.8%14%-1%24%63%
TSLA4.3%38%12%3%46%
META3.9%21%20%2%57%
MA2.9%3%41%4%52%
GEV2.9%24%9%5%62%
JNJ2.8%-1%42%-0%59%
LLY2.7%0%49%-1%51%
WMT2.5%-3%39%0%64%
AMZN2.5%29%21%4%46%
GS2.5%41%8%13%38%
PM2.1%-1%30%-0%70%
GILD2.1%1%25%0%74%

Market, Sector and Subsector shares are negative for some holdings above: over this window those layers covaried negatively with the position, offsetting its variance rather than adding to it. Shown signed here; the composite bar cannot draw a negative width, so it clamps such a layer to 0% and says so beneath itself.

Stock Risk Profiles
Infrastructure
  • Access
  • Developer pricing
  • About
  • Support
  • FAQ
  • Privacy
  • Terms
RiskModelsResearch/Workspace/API

© 2026 RiskModels · Blue Water Macro Corp.|System Status:Operational|Holdings-based.

Informational use only — not investment advice. Blue Water Macro Corp.