+36.1%
JCI vs REGN
+46.5%
-10.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.1% |
| 7D | +3.8% | +4.2% | -0.4% | +3.3% |
| 30D | -5.7% | +7.8% | -13.5% | -6.7% |
| 3M | -1.4% | +31.8% | -33.2% | -5.3% |
| 6M | +4.1% | +5.4% | -1.3% | +2.9% |
| YTD | +21.7% | +7.7% | +14.1% | +20.1% |
| 1Y | +36.1% | +46.7% | -10.5% | +33.8% |
| All | +36.1% | +46.5% | -10.3% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 1y: compounded portfolio wealth divided by compounded REGN 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…
1y analysis · Full analysis span regression · 6 months rolling