+22,327.1%
ADBE vs JCI
+2,331.5%
+19,995.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.9% | -8.6% | -7.3% |
| 7D | -8.6% | +3.8% | -12.4% | -9.7% |
| 30D | +2.8% | -5.7% | +8.4% | +4.4% |
| 3M | +3.1% | -1.4% | +4.5% | +2.5% |
| 6M | -2.4% | +4.1% | -6.6% | -5.6% |
| YTD | -23.9% | +21.7% | -45.6% | -30.4% |
| 1Y | -22.6% | +36.1% | -58.7% | -32.1% |
| 3Y | -52.7% | +154.4% | -207.1% | -66.8% |
| 5Y | -60.0% | +112.0% | -172.0% | -70.3% |
| 10Y | +157.3% | +322.2% | -164.9% | +48.0% |
| All | +22,327.1% | +2,331.5% | +19,995.6% | +5,579.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling