+2,307.4%
JCI vs BDX
+5,205.8%
-2,898.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | +4.1% | -4.1% | +8.2% | +5.4% |
| 30D | -3.8% | +0.1% | -3.9% | -4.0% |
| 3M | -1.6% | +18.3% | -19.9% | -7.1% |
| 6M | +9.5% | +10.1% | -0.6% | +5.4% |
| YTD | +21.7% | +19.4% | +2.3% | +14.0% |
| 1Y | +37.1% | +22.3% | +14.8% | +27.0% |
| 3Y | +165.2% | -9.4% | +174.5% | +164.9% |
| 5Y | +110.3% | -2.0% | +112.3% | +103.4% |
| 10Y | +341.0% | +59.6% | +281.4% | +256.5% |
| All | +2,307.4% | +5,205.8% | -2,898.4% | +492.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling