+160.1%
AMGN vs JCI
+96.3%
+63.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.1% |
| 7D | +1.1% | +3.2% | -2.0% | +0.5% |
| 30D | +9.3% | -8.6% | +17.9% | +10.7% |
| 3M | +12.1% | -7.7% | +19.8% | +13.1% |
| 6M | +40.3% | -2.6% | +42.8% | +39.4% |
| YTD | +45.2% | +17.4% | +27.8% | +38.3% |
| 1Y | +42.4% | +16.9% | +25.5% | +35.8% |
| 3Y | +91.0% | +186.7% | -95.7% | +50.1% |
| All | +160.1% | +96.3% | +63.9% | +119.9% |
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