+1,582.8%
ASML vs JCI
+299.8%
+1,283.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +0.1% |
| 7D | +2.5% | +2.9% | -0.4% | +0.9% |
| 30D | -12.2% | -6.9% | -5.3% | -7.7% |
| 3M | -14.6% | -6.3% | -8.3% | -10.6% |
| 6M | -1.7% | +2.6% | -4.3% | -2.6% |
| YTD | +44.3% | +21.8% | +22.5% | +28.1% |
| 1Y | +51.0% | +19.6% | +31.4% | +35.7% |
| 3Y | +137.6% | +194.9% | -57.4% | +18.6% |
| 5Y | +92.7% | +108.1% | -15.4% | +17.1% |
| 10Y | +1,582.8% | +307.6% | +1,275.2% | +534.8% |
| All | +1,582.8% | +299.8% | +1,283.1% | +534.8% |
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 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