-35.9%
BABA vs JCI
+16.3%
-52.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.8% | -8.5% | -4.4% |
| 7D | +3.8% | -3.4% | +7.2% | +4.2% |
| 30D | -5.4% | -10.1% | +4.8% | -3.5% |
| 3M | -17.9% | -6.8% | -11.2% | -17.2% |
| 6M | -24.1% | +2.0% | -26.0% | -25.7% |
| YTD | -27.4% | +19.2% | -46.6% | -31.0% |
| All | -35.9% | +16.3% | -52.2% | -39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling