+172.9%
JCI vs FIS
+246.2%
-73.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.7% | -4.2% | +0.1% |
| 7D | +2.9% | +1.5% | +1.4% | +2.3% |
| 30D | -6.9% | -11.8% | +4.9% | -4.4% |
| 3M | -6.3% | -28.5% | +22.2% | +3.4% |
| 6M | +2.6% | -27.0% | +29.6% | +11.0% |
| YTD | +21.8% | -53.1% | +74.9% | +53.7% |
| 1Y | +19.6% | -52.8% | +72.4% | +50.4% |
| 3Y | +194.9% | -37.5% | +232.4% | +226.6% |
| 5Y | +108.1% | -71.1% | +179.2% | +195.2% |
| 10Y | +307.6% | -52.0% | +359.6% | +353.1% |
| All | +172.9% | +246.2% | -73.3% | +33.8% |
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