+108.8%
JCI vs VTR
+90.0%
+18.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.6% | -1.8% |
| 7D | +0.4% | -1.8% | +2.2% | +0.9% |
| 30D | -7.7% | +4.0% | -11.7% | -8.8% |
| 3M | +2.8% | +7.8% | -5.1% | -0.3% |
| 6M | +7.2% | +6.4% | +0.9% | +4.2% |
| YTD | +20.0% | +18.3% | +1.6% | +12.4% |
| 1Y | +33.3% | +33.9% | -0.7% | +19.4% |
| 3Y | +161.3% | +134.3% | +27.0% | +85.0% |
| 5Y | +108.8% | +90.3% | +18.5% | +51.8% |
| All | +108.8% | +90.0% | +18.8% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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