+2,307.4%
JCI vs TROW
+14,176.2%
-11,868.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | +4.1% | -1.5% | +5.6% | +4.6% |
| 30D | -3.8% | -5.3% | +1.5% | -2.2% |
| 3M | -1.6% | +2.9% | -4.6% | -3.0% |
| 6M | +9.5% | +22.2% | -12.7% | +2.1% |
| YTD | +21.7% | +8.1% | +13.6% | +17.5% |
| 1Y | +37.1% | +5.8% | +31.3% | +33.2% |
| 3Y | +165.2% | +14.0% | +151.2% | +149.7% |
| 5Y | +110.3% | -38.3% | +148.6% | +135.9% |
| 10Y | +341.0% | +131.7% | +209.3% | +223.8% |
| All | +2,307.4% | +14,176.2% | -11,868.7% | +719.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling