+307.6%
JCI vs SWK
+21.9%
+285.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.7% |
| 7D | +2.9% | -2.3% | +5.2% | +3.9% |
| 30D | -6.9% | +30.4% | -37.4% | -17.2% |
| 3M | -6.3% | +12.1% | -18.4% | -11.5% |
| 6M | +2.6% | +49.1% | -46.5% | -14.1% |
| YTD | +21.8% | +60.4% | -38.6% | -2.0% |
| 1Y | +19.6% | +78.3% | -58.7% | -8.2% |
| 3Y | +194.9% | +53.3% | +141.6% | +128.2% |
| 5Y | +108.1% | -27.0% | +135.1% | +117.2% |
| 10Y | +307.6% | +20.8% | +286.8% | +206.4% |
| All | +307.6% | +21.9% | +285.8% | +206.4% |
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