Can Excel Calculate a Jensen Alpha?

[MPT Guy]

Is there a function, or way, in Excel to calculate a jensen alpha statistic?

[Harlan Grove]

MPT Guy wrote...
>Is there a function, or way, in Excel to calculate a jensen alpha statistic?

Sure. Given the following

portfolio return (RP)
market return (RM)
risk-free return (RF)
portfolio beta (BP)

it's just

=RP-RF-BP*(RM-RF)

[janschepens]

Is there a function, or way, in Excel to calculate a jensen alpha statistic?

Six years late, but examine this spreadsheet for calculating Jensen's Alpha in Excel

[Carlos A]

Six years late, but examine this spreadsheet for calculating Jensen's Alpha in Excel

Thank you I foudn this thread by google, and this spreadsheet is a great help! :-)