+142.4%
GILD vs JCI
+111.7%
+30.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.1% |
| 7D | -4.8% | +0.7% | -5.6% | -4.9% |
| 30D | +5.8% | -4.4% | +10.2% | +6.5% |
| 3M | +14.9% | +1.7% | +13.3% | +14.3% |
| 6M | -0.4% | +8.8% | -9.1% | -2.4% |
| YTD | +18.5% | +22.6% | -4.1% | +13.7% |
| 1Y | +25.1% | +36.2% | -11.1% | +17.5% |
| 3Y | +105.9% | +168.0% | -62.1% | +66.0% |
| All | +142.4% | +111.7% | +30.7% | +99.0% |
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 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