+16.9%
JCI vs RGEN
+8.1%
+8.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.0% | -2.3% |
| 7D | +3.2% | -3.3% | +6.5% | +3.4% |
| 30D | -8.6% | -5.8% | -2.8% | -8.3% |
| 3M | -7.7% | +0.2% | -7.9% | -7.5% |
| 6M | -2.6% | +56.8% | -59.3% | -4.2% |
| YTD | +17.4% | +2.4% | +15.0% | +16.7% |
| 1Y | +16.9% | +11.4% | +5.5% | +14.8% |
| All | +16.9% | +8.1% | +8.8% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling