Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • TMUS vs JCI✓SelectedUSD · JCITMUS vs JCI performance historyLatest closeAs of+0.09%09/08
Stock and ETF performance explorer

TMUS vs JCI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+309.1%
JCI return
+328.4%
Excess return
-19.3%
Maximum drawdown
-37.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioJCIExcessAlpha
1D+0.1%+1.0%-0.9%-0.1%
7D-0.3%+5.1%-5.4%-1.4%
30D+3.1%-3.8%+7.0%+4.0%
3M+2.4%+1.9%+0.5%+1.3%
6M-17.1%+11.2%-28.3%-20.3%
YTD-9.1%+22.9%-32.0%-15.2%
1Y-23.6%+37.4%-61.0%-31.2%
3Y+38.8%+167.8%-129.0%-0.2%
5Y+43.0%+115.0%-72.1%+7.8%
10Y+309.1%+325.3%-16.2%+125.4%
All+309.1%+328.4%-19.3%+125.4%

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