+36.1%
JCI vs UMC
+209.4%
-173.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +1.3% |
| 7D | +3.8% | +5.0% | -1.1% | +3.2% |
| 30D | -5.7% | +7.7% | -13.3% | -6.6% |
| 3M | -1.4% | +1.7% | -3.1% | -1.7% |
| 6M | +4.1% | +113.9% | -109.8% | -3.2% |
| YTD | +21.7% | +168.9% | -147.2% | +12.9% |
| 1Y | +36.1% | +207.2% | -171.1% | +22.5% |
| All | +36.1% | +209.4% | -173.3% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling