+2,307.7%
JCI vs RGEN
+1,576.0%
+731.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.0% |
| 7D | +3.8% | -4.9% | +8.8% | +4.1% |
| 30D | -5.7% | +5.7% | -11.4% | -6.0% |
| 3M | -1.4% | +32.4% | -33.8% | -3.0% |
| 6M | +4.1% | +33.2% | -29.0% | +2.3% |
| YTD | +21.7% | +2.3% | +19.5% | +21.1% |
| 1Y | +36.1% | +39.0% | -2.9% | +33.2% |
| 3Y | +154.4% | -4.6% | +159.1% | +151.3% |
| 5Y | +112.0% | -42.7% | +154.7% | +112.4% |
| 10Y | +322.2% | +433.6% | -111.4% | +281.1% |
| All | +2,307.7% | +1,576.0% | +731.7% | +1,546.3% |
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