+16.9%
JCI vs SWK
+74.4%
-57.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +3.2% | -1.4% | +4.6% | +3.5% |
| 30D | -8.6% | +25.5% | -34.1% | -14.3% |
| 3M | -7.7% | +11.8% | -19.5% | -10.4% |
| 6M | -2.6% | +48.7% | -51.3% | -13.8% |
| YTD | +17.4% | +57.2% | -39.8% | +1.9% |
| 1Y | +16.9% | +75.3% | -58.3% | -1.2% |
| All | +16.9% | +74.4% | -57.4% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling