-1.0%
BSX vs JCI
+111.9%
-112.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.2% |
| 7D | -7.0% | +4.1% | -11.1% | -7.9% |
| 30D | -10.9% | -3.8% | -7.1% | -10.2% |
| 3M | -8.2% | -1.6% | -6.5% | -8.2% |
| 6M | -37.5% | +9.5% | -47.0% | -39.4% |
| YTD | -52.8% | +21.7% | -74.6% | -55.8% |
| 1Y | -58.4% | +37.1% | -95.5% | -62.6% |
| 3Y | -16.5% | +165.2% | -181.7% | -40.1% |
| 5Y | -1.0% | +110.3% | -111.3% | -25.8% |
| All | -1.0% | +111.9% | -112.9% | -25.8% |
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