+956.2%
JCI vs SNY
+241.9%
+714.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +0.7% | -3.3% | +4.1% | +2.0% |
| 30D | -4.4% | -2.2% | -2.3% | -3.8% |
| 3M | +1.7% | -3.0% | +4.7% | +2.2% |
| 6M | +8.8% | +2.7% | +6.1% | +6.8% |
| YTD | +22.6% | -6.8% | +29.5% | +24.7% |
| 1Y | +36.2% | -5.3% | +41.5% | +37.1% |
| 3Y | +168.0% | -9.8% | +177.8% | +164.8% |
| 5Y | +113.5% | +9.7% | +103.8% | +90.6% |
| 10Y | +344.3% | +64.5% | +279.8% | +225.2% |
| All | +956.2% | +241.9% | +714.3% | +381.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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