+93.1%
JCI vs SWK
-25.4%
+118.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.6% | -3.9% | -5.6% |
| 7D | -16.9% | +11.3% | -28.2% | -20.3% |
| 30D | -17.2% | +28.1% | -45.3% | -24.5% |
| 3M | -14.2% | +12.6% | -26.8% | -18.3% |
| 6M | -8.7% | +51.7% | -60.4% | -22.1% |
| YTD | +10.7% | +60.0% | -49.2% | -8.0% |
| 1Y | +9.7% | +72.7% | -63.0% | -11.5% |
| 3Y | +166.9% | +46.3% | +120.6% | +117.4% |
| 5Y | +93.1% | -24.6% | +117.8% | +107.7% |
| All | +93.1% | -25.4% | +118.6% | +107.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling