+340.5%
JCI vs RGEN
+415.7%
-75.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | +0.7% | -1.4% | +2.2% | +1.0% |
| 30D | -4.4% | -0.3% | -4.1% | -4.5% |
| 3M | +1.7% | +23.9% | -22.2% | -2.6% |
| 6M | +8.8% | +38.5% | -29.7% | +1.6% |
| YTD | +22.6% | +0.8% | +21.8% | +20.8% |
| 1Y | +36.2% | +38.2% | -2.0% | +26.1% |
| 3Y | +168.0% | +1.3% | +166.7% | +152.8% |
| 5Y | +113.5% | -44.0% | +157.5% | +113.2% |
| All | +340.5% | +415.7% | -75.2% | +187.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling