+718.9%
AVGO vs JCI
+119.7%
+599.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.3% |
| 7D | -0.3% | +5.1% | -5.4% | -3.6% |
| 30D | -13.8% | -3.8% | -10.0% | -11.8% |
| 3M | -6.9% | +1.9% | -8.8% | -8.5% |
| 6M | +11.9% | +11.2% | +0.7% | +3.4% |
| YTD | +6.9% | +22.9% | -16.1% | -8.4% |
| 1Y | +7.4% | +37.4% | -30.0% | -14.8% |
| 3Y | +345.6% | +167.8% | +177.7% | +133.4% |
| 5Y | +718.9% | +115.0% | +603.8% | +380.1% |
| All | +718.9% | +119.7% | +599.2% | +380.1% |
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