+197.6%
JCI vs BAX
-16.3%
+213.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.5% |
| 7D | +2.9% | -0.6% | +3.5% | +3.0% |
| 30D | -6.9% | +6.3% | -13.2% | -7.7% |
| 3M | -6.3% | -4.6% | -1.7% | -5.9% |
| 6M | +2.6% | +50.4% | -47.8% | -3.5% |
| YTD | +21.8% | +38.0% | -16.2% | +15.2% |
| 1Y | +19.6% | +44.6% | -25.0% | +12.3% |
| All | +197.6% | -16.3% | +213.9% | +202.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling