+194.3%
JCI vs FIS
-41.8%
+236.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.4% | +6.1% | +4.9% |
| 7D | -3.4% | -29.4% | +26.0% | +0.2% |
| 30D | -10.1% | -16.7% | +6.6% | -8.5% |
| 3M | -6.8% | -33.0% | +26.2% | -2.5% |
| 6M | +2.0% | -33.3% | +35.3% | +6.4% |
| YTD | +19.2% | -56.0% | +75.2% | +39.7% |
| 1Y | +16.7% | -54.6% | +71.3% | +35.2% |
| 3Y | +194.3% | -40.6% | +235.0% | +199.9% |
| All | +194.3% | -41.8% | +236.1% | +199.9% |
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