+108.8%
JCI vs VEEV
-14.9%
+123.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | +0.4% | -8.2% | +8.6% | +1.7% |
| 30D | -7.7% | +10.3% | -18.0% | -9.5% |
| 3M | +2.8% | +59.4% | -56.6% | -5.8% |
| 6M | +7.2% | +37.6% | -30.3% | +0.7% |
| YTD | +20.0% | +16.9% | +3.0% | +16.1% |
| 1Y | +33.3% | -5.0% | +38.2% | +35.2% |
| 3Y | +161.3% | +18.5% | +142.9% | +145.8% |
| 5Y | +108.8% | -13.8% | +122.6% | +105.6% |
| All | +108.8% | -14.9% | +123.6% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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