+11,186.3%
JPM vs JCI
+2,331.5%
+8,854.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.6% |
| 7D | +0.3% | +3.8% | -3.5% | -1.1% |
| 30D | -0.2% | -5.7% | +5.5% | +1.9% |
| 3M | +15.9% | -1.4% | +17.3% | +15.9% |
| 6M | +20.9% | +4.1% | +16.8% | +18.2% |
| YTD | +12.9% | +21.7% | -8.9% | +3.8% |
| 1Y | +20.3% | +36.1% | -15.8% | +5.8% |
| 3Y | +160.9% | +154.4% | +6.5% | +79.3% |
| 5Y | +154.8% | +112.0% | +42.8% | +84.9% |
| 10Y | +591.1% | +322.2% | +268.9% | +288.8% |
| All | +11,186.3% | +2,331.5% | +8,854.7% | +2,553.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling