+82.7%
ASML vs JCI
+96.3%
-13.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | +1.6% |
| 7D | +4.9% | +3.2% | +1.8% | +2.5% |
| 30D | -9.3% | -8.6% | -0.7% | -2.6% |
| 3M | -19.0% | -7.7% | -11.2% | -13.6% |
| 6M | -5.2% | -2.6% | -2.6% | -2.8% |
| YTD | +40.6% | +17.4% | +23.2% | +25.5% |
| 1Y | +47.5% | +16.9% | +30.6% | +32.0% |
| 3Y | +133.9% | +186.7% | -52.9% | +0.7% |
| All | +82.7% | +96.3% | -13.6% | +3.2% |
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 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