+36.1%
JCI vs FIS
-37.2%
+73.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +1.8% |
| 7D | +3.8% | +1.1% | +2.7% | +4.0% |
| 30D | -5.7% | -2.2% | -3.5% | -6.0% |
| 3M | -1.4% | +2.1% | -3.5% | -0.9% |
| 6M | +4.1% | -14.7% | +18.8% | +3.7% |
| YTD | +21.7% | -35.7% | +57.4% | +22.9% |
| 1Y | +36.1% | -37.1% | +73.2% | +36.2% |
| All | +36.1% | -37.2% | +73.4% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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