+36.2%
JCI vs UMC
+238.8%
-202.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.1% | +1.9% |
| 7D | +0.7% | +9.0% | -8.3% | -0.4% |
| 30D | -4.4% | +17.2% | -21.7% | -6.4% |
| 3M | +1.7% | +11.4% | -9.7% | +0.3% |
| 6M | +8.8% | +137.5% | -128.7% | 0.0% |
| YTD | +22.6% | +193.1% | -170.5% | +12.6% |
| 1Y | +36.2% | +240.3% | -204.1% | +21.0% |
| All | +36.2% | +238.8% | -202.6% | +21.0% |
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