+114.4%
JCI vs VRSK
-11.8%
+126.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +0.7% | -5.2% | +5.9% | +1.4% |
| 30D | -4.4% | -2.3% | -2.1% | -4.3% |
| 3M | +1.7% | -2.9% | +4.6% | +1.3% |
| 6M | +8.8% | -12.8% | +21.6% | +11.1% |
| YTD | +22.6% | -20.8% | +43.5% | +28.5% |
| 1Y | +36.2% | -33.2% | +69.4% | +51.4% |
| 3Y | +168.0% | -26.6% | +194.6% | +179.5% |
| All | +114.4% | -11.8% | +126.2% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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