+116.0%
INTC vs JCI
+111.9%
+4.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.3% |
| 7D | +18.0% | +4.1% | +13.9% | +15.0% |
| 30D | +8.9% | -3.8% | +12.8% | +11.8% |
| 3M | -1.6% | -1.6% | +0.1% | +0.2% |
| 6M | +133.1% | +9.5% | +123.6% | +123.2% |
| YTD | +187.9% | +21.7% | +166.2% | +159.3% |
| 1Y | +334.7% | +37.1% | +297.6% | +264.7% |
| 3Y | +184.2% | +165.2% | +19.0% | +65.7% |
| 5Y | +116.0% | +110.3% | +5.7% | +32.8% |
| All | +116.0% | +111.9% | +4.1% | +32.8% |
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