+33.3%
JCI vs FIS
-41.7%
+75.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.6% | -1.3% |
| 7D | +0.4% | -8.9% | +9.3% | -1.0% |
| 30D | -7.7% | -9.9% | +2.2% | -9.1% |
| 3M | +2.8% | 0.0% | +2.8% | +2.9% |
| 6M | +7.2% | -22.9% | +30.1% | +5.6% |
| YTD | +20.0% | -40.9% | +60.8% | +20.1% |
| 1Y | +33.3% | -40.4% | +73.7% | +32.4% |
| All | +33.3% | -41.7% | +75.0% | +32.4% |
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