+172.8%
JCI vs FIS
+374.5%
-201.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | +3.8% | +1.1% | +2.7% | +3.4% |
| 30D | -5.7% | -2.2% | -3.5% | -5.1% |
| 3M | -1.4% | +2.1% | -3.5% | -3.1% |
| 6M | +4.1% | -14.7% | +18.8% | +8.1% |
| YTD | +21.7% | -35.7% | +57.4% | +39.9% |
| 1Y | +36.1% | -37.1% | +73.2% | +57.3% |
| 3Y | +154.4% | -20.0% | +174.4% | +163.3% |
| 5Y | +112.0% | -62.1% | +174.2% | +178.3% |
| 10Y | +322.2% | -37.4% | +359.6% | +336.2% |
| All | +172.8% | +374.5% | -201.8% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling