+47.9%
AMGN vs JCI
+9.7%
+38.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.5% | +2.7% | -3.4% |
| 7D | -0.1% | -16.9% | +16.8% | +1.0% |
| 30D | +14.3% | -17.2% | +31.5% | +15.7% |
| 3M | +13.5% | -14.2% | +27.7% | +14.4% |
| 6M | +41.5% | -8.7% | +50.2% | +40.7% |
| YTD | +43.5% | +10.7% | +32.8% | +37.0% |
| 1Y | +47.9% | +9.7% | +38.2% | +41.4% |
| All | +47.9% | +9.7% | +38.2% | +41.4% |
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 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