+215.8%
JCI vs EXEL
+273.2%
-57.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +3.8% | +8.4% | -4.5% | +2.8% |
| 30D | -5.7% | +4.1% | -9.7% | -6.3% |
| 3M | -1.4% | +12.4% | -13.8% | -3.1% |
| 6M | +4.1% | +41.5% | -37.4% | -0.7% |
| YTD | +21.7% | +34.6% | -12.9% | +16.6% |
| 1Y | +36.1% | +57.9% | -21.7% | +27.6% |
| 3Y | +154.4% | +159.5% | -5.1% | +121.3% |
| 5Y | +112.0% | +198.5% | -86.5% | +79.3% |
| 10Y | +322.2% | +411.4% | -89.1% | +212.0% |
| All | +215.8% | +273.2% | -57.4% | +55.0% |
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