+167.8%
JCI vs FIS
-22.6%
+190.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.9% | +6.9% | +1.8% |
| 7D | +5.1% | -3.5% | +8.6% | +5.6% |
| 30D | -3.8% | -7.8% | +4.0% | -2.8% |
| 3M | +1.9% | +0.8% | +1.1% | +1.0% |
| 6M | +11.2% | -21.9% | +33.1% | +16.5% |
| YTD | +22.9% | -39.5% | +62.4% | +39.6% |
| 1Y | +37.4% | -41.0% | +78.4% | +57.0% |
| 3Y | +167.8% | -23.6% | +191.4% | +164.0% |
| All | +167.8% | -22.6% | +190.4% | +164.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling