+27.7%
JCI vs BDX
+54.0%
-26.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.6% | -11.8% | -5.2% |
| 7D | -10.7% | +7.2% | -17.9% | -9.4% |
| 30D | -10.4% | +15.8% | -26.2% | -8.3% |
| 3M | -8.3% | +23.7% | -32.0% | -5.5% |
| 6M | -2.1% | +44.8% | -47.0% | +1.7% |
| YTD | +18.4% | +39.8% | -21.4% | +27.8% |
| 1Y | +27.7% | +52.3% | -24.7% | +41.6% |
| All | +27.7% | +54.0% | -26.3% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling