+110.3%
JCI vs BAX
-67.6%
+177.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.7% |
| 7D | +4.1% | -5.1% | +9.2% | +4.9% |
| 30D | -3.8% | -12.2% | +8.3% | -1.9% |
| 3M | -1.6% | +21.8% | -23.5% | -5.4% |
| 6M | +9.5% | +36.3% | -26.8% | +2.9% |
| YTD | +21.7% | +27.8% | -6.1% | +15.0% |
| 1Y | +37.1% | -0.1% | +37.2% | +35.0% |
| 3Y | +165.2% | -33.3% | +198.5% | +177.1% |
| 5Y | +110.3% | -67.1% | +177.4% | +168.5% |
| All | +110.3% | -67.6% | +177.8% | +168.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling