+95.0%
JCI vs ENTG
-0.3%
+95.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.2% |
| 7D | +3.2% | +15.2% | -12.0% | -1.0% |
| 30D | -8.6% | -3.6% | -5.0% | -8.0% |
| 3M | -7.7% | -10.0% | +2.2% | -5.8% |
| 6M | -2.6% | +1.8% | -4.4% | -5.7% |
| YTD | +17.4% | +75.5% | -58.1% | -3.5% |
| 1Y | +16.9% | +82.4% | -65.5% | -5.3% |
| 3Y | +186.7% | +58.5% | +128.2% | +128.7% |
| All | +95.0% | -0.3% | +95.3% | +73.2% |
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