+426.1%
JCI vs BIDU
+1,407.1%
-981.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +1.3% |
| 7D | +3.8% | +2.4% | +1.4% | +3.5% |
| 30D | -5.7% | -10.5% | +4.8% | -4.2% |
| 3M | -1.4% | -26.2% | +24.8% | +2.9% |
| 6M | +4.1% | -16.4% | +20.5% | +6.2% |
| YTD | +21.7% | -23.9% | +45.6% | +25.5% |
| 1Y | +36.1% | +1.3% | +34.9% | +33.2% |
| 3Y | +154.4% | -32.1% | +186.5% | +159.1% |
| 5Y | +112.0% | -39.0% | +151.0% | +109.0% |
| 10Y | +322.2% | -44.0% | +366.3% | +295.6% |
| All | +426.1% | +1,407.1% | -981.0% | +232.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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