+166.0%
JCI vs RGEN
+2.1%
+163.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.7% |
| 7D | +4.1% | -4.6% | +8.6% | +4.7% |
| 30D | -3.8% | +1.2% | -5.0% | -4.1% |
| 3M | -1.6% | +26.8% | -28.5% | -5.4% |
| 6M | +9.5% | +29.1% | -19.5% | +4.6% |
| YTD | +21.7% | +0.7% | +21.0% | +20.7% |
| 1Y | +37.1% | +39.1% | -1.9% | +28.2% |
| All | +166.0% | +2.1% | +163.9% | +159.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling