+340.5%
JCI vs BDX
+59.3%
+281.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | +0.7% | -3.2% | +3.9% | +1.6% |
| 30D | -4.4% | -2.5% | -1.9% | -3.8% |
| 3M | +1.7% | +21.4% | -19.7% | -4.4% |
| 6M | +8.8% | +10.4% | -1.6% | +5.1% |
| YTD | +22.6% | +18.8% | +3.8% | +15.5% |
| 1Y | +36.2% | +21.7% | +14.5% | +26.9% |
| 3Y | +168.0% | -10.0% | +178.0% | +171.6% |
| 5Y | +113.5% | -1.8% | +115.3% | +107.4% |
| All | +340.5% | +59.3% | +281.2% | +275.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling