+195.5%
AMGN vs JCI
+348.5%
-153.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.6% | -1.9% |
| 7D | -13.7% | +0.7% | -14.4% | -13.9% |
| 30D | -8.8% | -4.4% | -4.4% | -7.8% |
| 3M | +7.2% | +1.7% | +5.5% | +6.2% |
| 6M | +1.3% | +8.8% | -7.5% | -1.8% |
| YTD | +17.6% | +22.6% | -5.0% | +10.2% |
| 1Y | +37.2% | +36.2% | +1.0% | +24.8% |
| 3Y | +57.7% | +168.0% | -110.3% | +16.5% |
| 5Y | +106.3% | +113.5% | -7.2% | +59.9% |
| All | +195.5% | +348.5% | -153.0% | +71.2% |
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 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