+110.3%
JCI vs EXEL
+194.6%
-84.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | +4.1% | -0.3% | +4.4% | +4.1% |
| 30D | -3.8% | +10.1% | -14.0% | -5.4% |
| 3M | -1.6% | +10.1% | -11.7% | -3.5% |
| 6M | +9.5% | +37.7% | -28.1% | +3.3% |
| YTD | +21.7% | +33.1% | -11.4% | +15.2% |
| 1Y | +37.1% | +52.4% | -15.2% | +26.3% |
| 3Y | +165.2% | +163.8% | +1.4% | +121.3% |
| 5Y | +110.3% | +198.5% | -88.2% | +68.5% |
| All | +110.3% | +194.6% | -84.3% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling