+2,307.7%
JCI vs FICO
+104,095.6%
-101,787.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -16.7% | +18.6% | +4.5% |
| 7D | +3.8% | -19.2% | +23.0% | +7.0% |
| 30D | -5.7% | -14.6% | +8.9% | -3.8% |
| 3M | -1.4% | -20.1% | +18.7% | +0.8% |
| 6M | +4.1% | -36.3% | +40.5% | +9.2% |
| YTD | +21.7% | -44.9% | +66.6% | +30.3% |
| 1Y | +36.1% | -38.6% | +74.8% | +42.2% |
| 3Y | +154.4% | +4.0% | +150.4% | +139.7% |
| 5Y | +112.0% | +99.5% | +12.5% | +76.4% |
| 10Y | +322.2% | +604.7% | -282.4% | +184.1% |
| All | +2,307.7% | +104,095.6% | -101,787.8% | +959.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling