-5.9%
ABT vs JCI
+27.0%
-32.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.3% | +11.8% | +4.6% |
| 7D | +12.5% | -10.7% | +23.2% | +10.9% |
| 30D | +16.1% | -10.4% | +26.5% | +14.6% |
| 3M | +10.2% | -8.3% | +18.5% | +9.1% |
| 6M | +33.7% | -2.1% | +35.8% | +33.4% |
| YTD | -5.5% | +18.4% | -23.9% | -6.1% |
| 1Y | -5.9% | +27.7% | -33.6% | -6.2% |
| All | -5.9% | +27.0% | -32.9% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling