+182.4%
JCI vs BLK
+12,905.6%
-12,723.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.2% |
| 7D | +4.1% | -2.7% | +6.7% | +5.1% |
| 30D | -3.8% | -4.8% | +0.9% | -2.2% |
| 3M | -1.6% | +6.5% | -8.1% | -4.3% |
| 6M | +9.5% | +13.2% | -3.6% | +4.0% |
| YTD | +21.7% | +1.8% | +19.9% | +19.8% |
| 1Y | +37.1% | -1.0% | +38.1% | +36.1% |
| 3Y | +165.2% | +66.0% | +99.2% | +117.7% |
| 5Y | +110.3% | +31.2% | +79.0% | +86.0% |
| 10Y | +341.0% | +278.5% | +62.5% | +170.1% |
| All | +182.4% | +12,905.6% | -12,723.1% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling