+2,307.7%
JCI vs BAX
+900.4%
+1,407.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | +3.8% | -1.1% | +5.0% | +4.2% |
| 30D | -5.7% | -5.5% | -0.2% | -4.3% |
| 3M | -1.4% | +33.5% | -34.9% | -10.0% |
| 6M | +4.1% | +35.9% | -31.7% | -5.9% |
| YTD | +21.7% | +35.4% | -13.6% | +9.2% |
| 1Y | +36.1% | +9.8% | +26.4% | +28.6% |
| 3Y | +154.4% | -32.7% | +187.2% | +168.2% |
| 5Y | +112.0% | -65.6% | +177.6% | +169.9% |
| 10Y | +322.2% | -34.9% | +357.1% | +333.2% |
| All | +2,307.7% | +900.4% | +1,407.3% | +923.7% |
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 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