+330.8%
JCI vs BAX
-37.2%
+368.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | +0.4% | -5.4% | +5.8% | +1.7% |
| 30D | -7.7% | -12.4% | +4.7% | -4.9% |
| 3M | +2.8% | +19.1% | -16.3% | -2.3% |
| 6M | +7.2% | +38.6% | -31.4% | -2.3% |
| YTD | +20.0% | +26.7% | -6.8% | +10.8% |
| 1Y | +33.3% | +1.0% | +32.2% | +29.8% |
| 3Y | +161.3% | -33.9% | +195.2% | +177.8% |
| 5Y | +108.8% | -67.0% | +175.8% | +180.5% |
| All | +330.8% | -37.2% | +368.0% | +374.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling