+75.5%
ASML vs JCI
+95.9%
-20.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.7% | +2.3% | +2.9% |
| 7D | -9.0% | -9.4% | +0.4% | -1.7% |
| 30D | -21.0% | -13.4% | -7.6% | -11.6% |
| 3M | -16.3% | -12.4% | -3.9% | -7.2% |
| 6M | -7.5% | -5.1% | -2.4% | -3.2% |
| YTD | +34.0% | +13.7% | +20.2% | +22.5% |
| 1Y | +39.3% | +11.4% | +27.9% | +29.3% |
| 3Y | +128.9% | +175.9% | -47.0% | +1.8% |
| All | +75.5% | +95.9% | -20.5% | -2.2% |
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