+1,016.5%
BSX vs JCI
+3,246.9%
-2,230.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.4% |
| 7D | +2.0% | +3.8% | -1.8% | +1.1% |
| 30D | +0.1% | -5.7% | +5.8% | +1.4% |
| 3M | -2.1% | -1.4% | -0.8% | -2.3% |
| 6M | -33.8% | +4.1% | -37.9% | -35.0% |
| YTD | -49.9% | +21.7% | -71.6% | -52.9% |
| 1Y | -55.4% | +36.1% | -91.6% | -59.4% |
| 3Y | -10.9% | +154.4% | -165.3% | -31.2% |
| 5Y | +6.4% | +112.0% | -105.6% | -15.2% |
| 10Y | +97.0% | +322.2% | -225.2% | +31.1% |
| All | +1,016.5% | +3,246.9% | -2,230.4% | +164.1% |
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 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