+167.8%
JCI vs BAX
-32.5%
+200.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.7% | +1.4% |
| 7D | +5.1% | -2.4% | +7.5% | +5.4% |
| 30D | -3.8% | -9.7% | +5.9% | -2.8% |
| 3M | +1.9% | +29.3% | -27.4% | -1.7% |
| 6M | +11.2% | +40.7% | -29.5% | +5.7% |
| YTD | +22.9% | +30.3% | -7.3% | +17.6% |
| 1Y | +37.4% | +3.4% | +34.0% | +34.9% |
| 3Y | +167.8% | -32.0% | +199.9% | +169.2% |
| All | +167.8% | -32.5% | +200.4% | +169.2% |
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