+103.0%
JCI vs FIS
-71.8%
+174.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.4% | +6.1% | +5.0% |
| 7D | -3.4% | -29.4% | +26.0% | +2.0% |
| 30D | -10.1% | -16.7% | +6.6% | -7.9% |
| 3M | -6.8% | -33.0% | +26.2% | -0.9% |
| 6M | +2.0% | -33.3% | +35.3% | +8.0% |
| YTD | +19.2% | -56.0% | +75.2% | +38.5% |
| 1Y | +16.7% | -54.6% | +71.3% | +34.5% |
| 3Y | +194.3% | -40.6% | +235.0% | +217.7% |
| 5Y | +103.0% | -71.9% | +175.0% | +149.1% |
| All | +103.0% | -71.8% | +174.8% | +149.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling