+1,673.5%
BMY vs JCI
+2,244.0%
-570.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.0% | +2.2% |
| 7D | +2.1% | +3.2% | -1.1% | +1.5% |
| 30D | +7.0% | -8.6% | +15.6% | +8.3% |
| 3M | -0.9% | -7.7% | +6.9% | 0.0% |
| 6M | +14.9% | -2.6% | +17.5% | +14.3% |
| YTD | +22.8% | +17.4% | +5.5% | +18.0% |
| 1Y | +36.2% | +16.9% | +19.3% | +30.9% |
| 3Y | +45.7% | +186.7% | -141.1% | +17.6% |
| 5Y | +31.3% | +95.4% | -64.1% | +12.0% |
| 10Y | +60.6% | +292.7% | -232.2% | +18.2% |
| All | +1,673.5% | +2,244.0% | -570.4% | +592.0% |
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