+36.1%
JCI vs FICO
-39.1%
+75.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -16.7% | +18.6% | +0.5% |
| 7D | +3.8% | -19.2% | +23.0% | +2.1% |
| 30D | -5.7% | -14.6% | +8.9% | -6.7% |
| 3M | -1.4% | -20.1% | +18.7% | -2.9% |
| 6M | +4.1% | -36.3% | +40.5% | +3.4% |
| YTD | +21.7% | -44.9% | +66.6% | +21.6% |
| 1Y | +36.1% | -38.6% | +74.8% | +36.5% |
| All | +36.1% | -39.1% | +75.2% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling