+114.4%
JCI vs TROW
-39.3%
+153.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.7% |
| 7D | +0.7% | -3.2% | +3.9% | +2.1% |
| 30D | -4.4% | -4.6% | +0.2% | -2.6% |
| 3M | +1.7% | -0.7% | +2.3% | +1.2% |
| 6M | +8.8% | +22.2% | -13.4% | -1.3% |
| YTD | +22.6% | +6.6% | +16.0% | +17.3% |
| 1Y | +36.2% | +5.8% | +30.4% | +30.5% |
| 3Y | +168.0% | +11.6% | +156.4% | +145.6% |
| All | +114.4% | -39.3% | +153.7% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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