+1,749.1%
BMY vs JCI
+2,331.5%
-582.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.2% |
| 7D | +0.4% | +3.8% | -3.5% | -0.3% |
| 30D | +5.0% | -5.7% | +10.7% | +6.0% |
| 3M | +19.4% | -1.4% | +20.8% | +19.3% |
| 6M | +9.5% | +4.1% | +5.4% | +8.2% |
| YTD | +28.1% | +21.7% | +6.3% | +22.9% |
| 1Y | +50.0% | +36.1% | +13.8% | +40.9% |
| 3Y | +24.1% | +154.4% | -130.4% | +2.8% |
| 5Y | +25.0% | +112.0% | -87.0% | +5.5% |
| 10Y | +68.7% | +322.2% | -253.6% | +23.1% |
| All | +1,749.1% | +2,331.5% | -582.4% | +620.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling