+148.0%
ADBE vs JCI
+338.7%
-190.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.9% |
| 7D | -12.9% | +0.4% | -13.3% | -13.1% |
| 30D | -5.6% | -7.7% | +2.1% | -3.3% |
| 3M | +6.6% | +2.8% | +3.9% | +4.4% |
| 6M | -9.6% | +7.2% | -16.8% | -13.9% |
| YTD | -28.9% | +20.0% | -48.9% | -35.9% |
| 1Y | -28.9% | +33.3% | -62.2% | -39.0% |
| 3Y | -55.6% | +161.3% | -216.9% | -72.2% |
| 5Y | -62.2% | +108.8% | -171.0% | -74.5% |
| All | +148.0% | +338.7% | -190.7% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 10y: compounded portfolio wealth divided by compounded JCI 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…
10y analysis · Full analysis span regression · 6 months rolling