+330.8%
JCI vs EXEL
+386.3%
-55.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.3% |
| 7D | +0.4% | -2.9% | +3.3% | +0.8% |
| 30D | -7.7% | +11.9% | -19.6% | -9.1% |
| 3M | +2.8% | +9.2% | -6.5% | +1.3% |
| 6M | +7.2% | +39.1% | -31.8% | +2.2% |
| YTD | +20.0% | +31.0% | -11.1% | +15.0% |
| 1Y | +33.3% | +52.3% | -19.1% | +24.8% |
| 3Y | +161.3% | +159.7% | +1.6% | +126.0% |
| 5Y | +108.8% | +187.7% | -79.0% | +76.0% |
| All | +330.8% | +386.3% | -55.5% | +250.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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