+2,274.7%
JCI vs BAX
+897.0%
+1,377.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.8% |
| 7D | +8.4% | +0.4% | +8.1% | +8.4% |
| 30D | -8.9% | +3.4% | -12.3% | -10.1% |
| 3M | -6.4% | -4.5% | -2.0% | -5.8% |
| 6M | +1.6% | +44.0% | -42.4% | -9.9% |
| YTD | +20.1% | +34.9% | -14.8% | +7.2% |
| 1Y | +17.2% | +37.9% | -20.7% | +3.8% |
| 3Y | +190.7% | -17.1% | +207.8% | +187.2% |
| 5Y | +99.9% | -64.3% | +164.2% | +150.5% |
| 10Y | +301.8% | -35.9% | +337.7% | +312.2% |
| All | +2,274.7% | +897.0% | +1,377.7% | +905.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling