+110.3%
JCI vs RGEN
-44.3%
+154.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | +4.1% | -4.6% | +8.6% | +4.9% |
| 30D | -3.8% | +1.2% | -5.0% | -4.2% |
| 3M | -1.6% | +26.8% | -28.5% | -6.4% |
| 6M | +9.5% | +29.1% | -19.5% | +3.3% |
| YTD | +21.7% | +0.7% | +21.0% | +20.0% |
| 1Y | +37.1% | +39.1% | -1.9% | +26.2% |
| 3Y | +165.2% | +2.2% | +162.9% | +149.1% |
| 5Y | +110.3% | -44.0% | +154.3% | +101.7% |
| All | +110.3% | -44.3% | +154.6% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling