+585.7%
JPM vs JCI
+338.7%
+247.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.5% |
| 7D | -2.3% | +0.4% | -2.8% | -2.6% |
| 30D | -2.3% | -7.7% | +5.4% | +1.8% |
| 3M | +14.9% | +2.8% | +12.1% | +12.3% |
| 6M | +23.6% | +7.2% | +16.4% | +17.1% |
| YTD | +11.3% | +20.0% | -8.7% | -1.6% |
| 1Y | +19.9% | +33.3% | -13.4% | -0.7% |
| 3Y | +162.6% | +161.3% | +1.3% | +41.9% |
| 5Y | +154.6% | +108.8% | +45.8% | +53.3% |
| All | +585.7% | +338.7% | +247.0% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 10y: compounded portfolio wealth divided by compounded JCI 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…
10y analysis · Full analysis span regression · 6 months rolling