+204.4%
JCI vs EXEL
+336.4%
-132.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | +3.2% | -0.8% | +4.0% | +3.3% |
| 30D | -8.6% | +13.1% | -21.7% | -10.0% |
| 3M | -7.7% | +36.3% | -44.1% | -11.4% |
| 6M | -2.6% | +34.5% | -37.1% | -6.4% |
| YTD | +17.4% | +57.4% | -40.1% | +10.2% |
| 1Y | +16.9% | +62.9% | -46.0% | +9.2% |
| 3Y | +186.7% | +229.5% | -42.8% | +142.2% |
| 5Y | +95.4% | +281.2% | -185.8% | +60.4% |
| 10Y | +292.7% | +320.7% | -28.0% | +199.2% |
| All | +204.4% | +336.4% | -132.0% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling