+168.0%
JCI vs REGN
-4.3%
+172.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.5% |
| 7D | +0.7% | -5.6% | +6.3% | +1.7% |
| 30D | -4.4% | -2.0% | -2.5% | -4.3% |
| 3M | +1.7% | +28.0% | -26.3% | -3.0% |
| 6M | +8.8% | +1.2% | +7.6% | +8.1% |
| YTD | +22.6% | +1.6% | +21.0% | +21.7% |
| 1Y | +36.2% | +38.2% | -2.0% | +27.9% |
| 3Y | +168.0% | -5.4% | +173.4% | +167.9% |
| All | +168.0% | -4.3% | +172.3% | +167.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling