+487.7%
JCI vs VEEV
+623.9%
-136.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.3% |
| 7D | +3.8% | -0.6% | +4.4% | +3.9% |
| 30D | -5.7% | +28.8% | -34.5% | -9.2% |
| 3M | -1.4% | +54.0% | -55.4% | -7.7% |
| 6M | +4.1% | +46.0% | -41.8% | -2.3% |
| YTD | +21.7% | +23.2% | -1.5% | +16.9% |
| 1Y | +36.1% | +1.9% | +34.3% | +34.5% |
| 3Y | +154.4% | +27.0% | +127.4% | +139.7% |
| 5Y | +112.0% | -13.4% | +125.4% | +105.2% |
| 10Y | +322.2% | +575.2% | -253.0% | +209.7% |
| All | +487.7% | +623.9% | -136.2% | +310.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling