+168.0%
JCI vs BLK
+66.0%
+102.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.5% |
| 7D | +0.7% | -3.3% | +4.0% | +2.3% |
| 30D | -4.4% | -6.5% | +2.1% | -1.4% |
| 3M | +1.7% | +6.7% | -5.1% | -2.3% |
| 6M | +8.8% | +14.7% | -5.9% | +0.2% |
| YTD | +22.6% | +2.5% | +20.1% | +19.0% |
| 1Y | +36.2% | -2.8% | +39.0% | +36.0% |
| 3Y | +168.0% | +65.9% | +102.2% | +85.9% |
| All | +168.0% | +66.0% | +102.0% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 3y: compounded portfolio wealth divided by compounded BLK 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…
3y analysis · Full analysis span regression · 6 months rolling