+114.4%
JCI vs REGN
+21.2%
+93.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.5% |
| 7D | +0.7% | -5.6% | +6.3% | +1.9% |
| 30D | -4.4% | -2.0% | -2.5% | -4.2% |
| 3M | +1.7% | +28.0% | -26.3% | -3.8% |
| 6M | +8.8% | +1.2% | +7.6% | +8.0% |
| YTD | +22.6% | +1.6% | +21.0% | +21.5% |
| 1Y | +36.2% | +38.2% | -2.0% | +26.0% |
| 3Y | +168.0% | -5.4% | +173.4% | +165.6% |
| All | +114.4% | +21.2% | +93.2% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling