+23.9%
BABA vs JCI
+317.8%
-294.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.3% |
| 7D | +11.6% | -9.4% | +21.0% | +15.1% |
| 30D | +2.3% | -13.4% | +15.7% | +6.9% |
| 3M | -13.7% | -12.4% | -1.3% | -10.5% |
| 6M | -21.9% | -5.1% | -16.8% | -21.7% |
| YTD | -24.6% | +13.7% | -38.4% | -29.6% |
| 1Y | -34.1% | +11.4% | -45.5% | -38.0% |
| 3Y | +36.3% | +175.9% | -139.6% | -12.1% |
| 5Y | -26.7% | +98.4% | -125.1% | -47.5% |
| 10Y | +19.2% | +311.2% | -292.0% | -37.6% |
| All | +23.9% | +317.8% | -294.0% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling