+108.6%
ASML vs JCI
+113.2%
-4.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +2.7% |
| 7D | +1.1% | +3.8% | -2.7% | -1.8% |
| 30D | +2.2% | -5.7% | +7.9% | +6.7% |
| 3M | -2.3% | -1.4% | -0.9% | -1.0% |
| 6M | +23.0% | +4.1% | +18.8% | +19.9% |
| YTD | +61.1% | +21.7% | +39.3% | +39.4% |
| 1Y | +129.1% | +36.1% | +93.0% | +81.7% |
| 3Y | +165.4% | +154.4% | +10.9% | +26.6% |
| All | +108.6% | +113.2% | -4.6% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling