-1.6%
AVGO vs JCI
+33.3%
-35.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.2% |
| 7D | +1.0% | +0.4% | +0.6% | +0.8% |
| 30D | -13.3% | -7.7% | -5.6% | -9.4% |
| 3M | -2.9% | +2.8% | -5.6% | -4.5% |
| 6M | +5.7% | +7.2% | -1.5% | +1.4% |
| YTD | +4.6% | +20.0% | -15.3% | -5.6% |
| 1Y | -1.6% | +33.3% | -34.9% | -15.7% |
| All | -1.6% | +33.3% | -35.0% | -15.7% |
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