+61.0%
BMY vs JCI
+338.7%
-277.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.7% |
| 7D | -6.4% | +0.4% | -6.8% | -6.5% |
| 30D | +0.2% | -7.7% | +7.9% | +1.7% |
| 3M | +16.0% | +2.8% | +13.2% | +14.8% |
| 6M | +8.3% | +7.2% | +1.1% | +6.0% |
| YTD | +22.2% | +20.0% | +2.2% | +16.6% |
| 1Y | +41.7% | +33.3% | +8.4% | +32.1% |
| 3Y | +20.7% | +161.3% | -140.6% | -5.3% |
| 5Y | +23.9% | +108.8% | -84.8% | +1.3% |
| All | +61.0% | +338.7% | -277.7% | -1.7% |
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 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