+2,250.8%
JCI vs RGEN
+1,639.8%
+611.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.1% |
| 7D | -5.9% | -2.4% | -3.5% | -5.7% |
| 30D | -10.4% | +0.1% | -10.4% | -10.4% |
| 3M | -6.1% | +6.6% | -12.7% | -6.5% |
| 6M | +1.7% | +40.9% | -39.2% | -0.4% |
| YTD | +18.9% | +6.2% | +12.7% | +17.9% |
| 1Y | +16.1% | +19.4% | -3.3% | +14.5% |
| 3Y | +187.8% | +17.9% | +169.9% | +181.6% |
| 5Y | +103.2% | -34.0% | +137.2% | +102.2% |
| 10Y | +288.2% | +453.9% | -165.7% | +249.7% |
| All | +2,250.8% | +1,639.8% | +611.0% | +1,503.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling