Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • JCI vs EFX✓SelectedUSD · EFXJCI vs EFX performance historyLatest closeAs of+2.24%09/11
Stock and ETF performance explorer

JCI vs EFX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+340.5%
EFX return
+42.6%
Excess return
+297.9%
Maximum drawdown
-46.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioEFXExcessAlpha
1D+2.2%+0.6%+1.7%+2.1%
7D+0.7%-4.5%+5.3%+2.2%
30D-4.4%-6.1%+1.6%-3.0%
3M+1.7%+6.2%-4.5%-1.9%
6M+8.8%-11.2%+20.0%+10.7%
YTD+22.6%-21.4%+44.0%+29.2%
1Y+36.2%-34.3%+70.5%+52.8%
3Y+168.0%-12.5%+180.5%+159.4%
5Y+113.5%-35.6%+149.0%+126.4%
All+340.5%+42.6%+297.9%+246.1%

Cumulative growth

Daily Returns

Daily percentage return beside EFX.

Daily Out/Under-Performance

Portfolio return minus EFX return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…

10y analysis · Full analysis span regression · 6 months rolling