+407.1%
JCI vs BIDU
+1,083.9%
-676.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -2.9% | -2.4% |
| 7D | +3.2% | -4.6% | +7.7% | +3.9% |
| 30D | -8.6% | -4.5% | -4.1% | -8.0% |
| 3M | -7.7% | -25.4% | +17.6% | -3.8% |
| 6M | -2.6% | -48.1% | +45.5% | +6.9% |
| YTD | +17.4% | -40.2% | +57.6% | +25.3% |
| 1Y | +16.9% | -35.2% | +52.2% | +23.0% |
| 3Y | +186.7% | -27.1% | +213.9% | +188.3% |
| 5Y | +95.4% | -54.2% | +149.6% | +101.3% |
| 10Y | +292.7% | -52.0% | +344.8% | +276.3% |
| All | +407.1% | +1,083.9% | -676.8% | +232.0% |
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