+17.2%
JCI vs FICO
-60.3%
+77.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.6% |
| 7D | +8.4% | +1.4% | +7.0% | +8.6% |
| 30D | -8.9% | -0.8% | -8.1% | -8.9% |
| 3M | -6.4% | -31.3% | +24.9% | -9.3% |
| 6M | +1.6% | -33.9% | +35.6% | -2.2% |
| YTD | +20.1% | -57.6% | +77.6% | +19.1% |
| 1Y | +17.2% | -59.7% | +76.9% | +16.7% |
| All | +17.2% | -60.3% | +77.5% | +16.7% |
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