+17.2%
JCI vs EMR
+29.8%
-12.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +8.4% | +2.7% | +5.8% | +7.0% |
| 30D | -8.9% | +2.1% | -11.0% | -9.6% |
| 3M | -6.4% | +2.3% | -8.7% | -7.4% |
| 6M | +1.6% | +22.5% | -20.9% | -6.9% |
| YTD | +20.1% | +27.2% | -7.1% | +7.3% |
| 1Y | +17.2% | +28.0% | -10.8% | +4.5% |
| All | +17.2% | +29.8% | -12.6% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling