+1,212.9%
JCI vs VRSK
+586.4%
+626.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +0.7% | -5.2% | +5.9% | +2.4% |
| 30D | -4.4% | -2.3% | -2.1% | -4.1% |
| 3M | +1.7% | -2.9% | +4.6% | +1.3% |
| 6M | +8.8% | -12.8% | +21.6% | +11.6% |
| YTD | +22.6% | -20.8% | +43.5% | +29.5% |
| 1Y | +36.2% | -33.2% | +69.4% | +53.1% |
| 3Y | +168.0% | -26.6% | +194.6% | +183.1% |
| 5Y | +113.5% | -11.3% | +124.8% | +104.7% |
| 10Y | +344.3% | +126.1% | +218.2% | +184.9% |
| All | +1,212.9% | +586.4% | +626.5% | +467.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling