+110.3%
JCI vs VRSN
+30.8%
+79.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.5% |
| 7D | +4.1% | -1.0% | +5.1% | +4.4% |
| 30D | -3.8% | -1.9% | -1.9% | -3.4% |
| 3M | -1.6% | +1.4% | -3.0% | -2.6% |
| 6M | +9.5% | +19.0% | -9.5% | +1.5% |
| YTD | +21.7% | +19.2% | +2.5% | +11.9% |
| 1Y | +37.1% | +1.7% | +35.5% | +34.9% |
| 3Y | +165.2% | +41.4% | +123.7% | +121.4% |
| 5Y | +110.3% | +31.7% | +78.6% | +81.3% |
| All | +110.3% | +30.8% | +79.5% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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