+304.3%
JCI vs SWK
+29.6%
+274.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | -9.4% | +11.0% | -20.4% | -13.8% |
| 30D | -13.4% | +30.1% | -43.5% | -22.9% |
| 3M | -12.4% | +14.7% | -27.0% | -18.0% |
| 6M | -5.1% | +44.5% | -49.6% | -19.6% |
| YTD | +13.7% | +59.4% | -45.6% | -8.3% |
| 1Y | +11.4% | +77.5% | -66.1% | -14.4% |
| 3Y | +175.9% | +49.5% | +126.4% | +115.7% |
| 5Y | +98.4% | -24.9% | +123.3% | +104.2% |
| All | +304.3% | +29.6% | +274.8% | +194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling