+62.5%
SLB vs JCI
+95.9%
-33.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.2% | -0.5% |
| 7D | -7.1% | -9.4% | +2.3% | -3.7% |
| 30D | +4.1% | -13.4% | +17.5% | +9.5% |
| 3M | -2.6% | -12.4% | +9.7% | +1.8% |
| 6M | -8.6% | -5.1% | -3.4% | -7.7% |
| YTD | +32.2% | +13.7% | +18.5% | +23.8% |
| 1Y | +40.7% | +11.4% | +29.2% | +32.6% |
| 3Y | -4.5% | +175.9% | -180.4% | -38.3% |
| All | +62.5% | +95.9% | -33.4% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling