+110.3%
JCI vs ENTG
+21.6%
+88.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.4% |
| 7D | +4.1% | +8.9% | -4.9% | +1.7% |
| 30D | -3.8% | -0.8% | -3.0% | -4.0% |
| 3M | -1.6% | +6.6% | -8.2% | -5.3% |
| 6M | +9.5% | +22.1% | -12.6% | +0.7% |
| YTD | +21.7% | +70.2% | -48.4% | +1.3% |
| 1Y | +37.1% | +76.7% | -39.6% | +11.5% |
| 3Y | +165.2% | +50.5% | +114.7% | +114.9% |
| 5Y | +110.3% | +21.8% | +88.5% | +72.7% |
| All | +110.3% | +21.6% | +88.7% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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