+31.2%
INTC vs JCI
+103.8%
-72.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.0% |
| 7D | +17.1% | +8.4% | +8.7% | +10.7% |
| 30D | -40.5% | -8.9% | -31.6% | -35.1% |
| 3M | -39.4% | -6.4% | -32.9% | -35.1% |
| 6M | -49.3% | +1.6% | -50.9% | -48.1% |
| YTD | +65.9% | +20.1% | +45.8% | +54.2% |
| 1Y | +61.5% | +17.2% | +44.3% | +52.3% |
| 3Y | +59.6% | +190.7% | -131.1% | -9.3% |
| 5Y | +31.2% | +99.9% | -68.7% | -15.2% |
| All | +31.2% | +103.8% | -72.7% | -15.2% |
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