+95.0%
JCI vs EMR
+87.8%
+7.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +3.2% | +2.8% | +0.3% | +1.5% |
| 30D | -8.6% | +3.7% | -12.3% | -10.4% |
| 3M | -7.7% | +2.0% | -9.8% | -8.7% |
| 6M | -2.6% | +22.1% | -24.7% | -13.6% |
| YTD | +17.4% | +27.2% | -9.9% | -0.2% |
| 1Y | +16.9% | +32.0% | -15.1% | -3.1% |
| 3Y | +186.7% | +103.3% | +83.5% | +72.1% |
| All | +95.0% | +87.8% | +7.3% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling