+108.8%
JCI vs UMC
+134.9%
-26.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.1% | -0.9% |
| 7D | +0.4% | +11.4% | -11.0% | -2.2% |
| 30D | -7.7% | +16.8% | -24.5% | -11.3% |
| 3M | +2.8% | +19.1% | -16.3% | -3.1% |
| 6M | +7.2% | +137.4% | -130.2% | -17.2% |
| YTD | +20.0% | +186.4% | -166.4% | -13.9% |
| 1Y | +33.3% | +229.1% | -195.8% | -9.0% |
| 3Y | +161.3% | +257.9% | -96.6% | +69.4% |
| 5Y | +108.8% | +137.5% | -28.8% | +43.3% |
| All | +108.8% | +134.9% | -26.1% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling