+81.0%
BSX vs JCI
+348.5%
-267.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.1% |
| 7D | -10.1% | +0.7% | -10.8% | -10.3% |
| 30D | -16.4% | -4.4% | -12.0% | -15.2% |
| 3M | -8.9% | +1.7% | -10.6% | -10.0% |
| 6M | -38.3% | +8.8% | -47.1% | -40.9% |
| YTD | -54.9% | +22.6% | -77.6% | -59.2% |
| 1Y | -58.8% | +36.2% | -95.0% | -64.4% |
| 3Y | -21.2% | +168.0% | -189.2% | -50.1% |
| 5Y | -3.3% | +113.5% | -116.8% | -34.0% |
| All | +81.0% | +348.5% | -267.6% | -20.1% |
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 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