+2,377.2%
JCI vs REGN
+3,539.8%
-1,162.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.3% |
| 7D | +0.4% | -6.0% | +6.4% | +1.0% |
| 30D | -7.7% | -0.4% | -7.4% | -7.7% |
| 3M | +2.8% | +32.0% | -29.2% | 0.0% |
| 6M | +7.2% | +3.0% | +4.2% | +6.7% |
| YTD | +20.0% | +3.2% | +16.8% | +19.3% |
| 1Y | +33.3% | +43.4% | -10.2% | +28.3% |
| 3Y | +161.3% | -3.6% | +164.9% | +159.3% |
| 5Y | +108.8% | +23.1% | +85.7% | +101.7% |
| 10Y | +334.6% | +108.3% | +226.3% | +292.9% |
| All | +2,377.2% | +3,539.8% | -1,162.6% | +1,410.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling