+115.0%
JCI vs EMR
+62.8%
+52.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +5.1% | +3.1% | +2.1% | +3.3% |
| 30D | -3.8% | -3.5% | -0.3% | -1.9% |
| 3M | +1.9% | +9.8% | -7.9% | -3.9% |
| 6M | +11.2% | +10.8% | +0.4% | +3.7% |
| YTD | +22.9% | +15.9% | +7.0% | +10.2% |
| 1Y | +37.4% | +16.4% | +20.9% | +21.8% |
| 3Y | +167.8% | +62.1% | +105.7% | +86.5% |
| 5Y | +115.0% | +62.9% | +52.1% | +42.5% |
| All | +115.0% | +62.8% | +52.3% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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