+6.8%
BABA vs JCI
+341.1%
-334.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.4% | -5.6% | -6.6% |
| 7D | -12.7% | +8.4% | -21.1% | -15.2% |
| 30D | -14.9% | -8.9% | -6.0% | -12.7% |
| 3M | -24.6% | -6.4% | -18.2% | -23.6% |
| 6M | -29.3% | +1.6% | -31.0% | -30.9% |
| YTD | -35.0% | +20.1% | -55.1% | -40.5% |
| 1Y | -39.7% | +17.2% | -56.9% | -44.3% |
| 3Y | +21.2% | +190.7% | -169.6% | -23.3% |
| 5Y | -39.9% | +99.9% | -139.8% | -57.1% |
| 10Y | +7.8% | +301.8% | -294.0% | -43.0% |
| All | +6.8% | +341.1% | -334.3% | -48.1% |
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