+57.7%
AZN vs JCI
+111.7%
-54.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | 0.0% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | +1.1% | -4.4% | +5.5% | +1.7% |
| 3M | -12.1% | +1.7% | -13.8% | -12.7% |
| 6M | -17.1% | +8.8% | -25.9% | -18.8% |
| YTD | -12.0% | +22.6% | -34.6% | -15.5% |
| 1Y | -0.2% | +36.2% | -36.4% | -6.1% |
| 3Y | +26.8% | +168.0% | -141.2% | +2.0% |
| All | +57.7% | +111.7% | -54.0% | +23.7% |
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 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