+83.4%
JNJ vs JCI
+105.2%
-21.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -4.3% | +0.4% | -4.7% | -4.4% |
| 30D | +3.0% | -7.7% | +10.7% | +3.2% |
| 3M | +12.2% | +2.8% | +9.5% | +12.0% |
| 6M | +10.5% | +7.2% | +3.2% | +9.9% |
| YTD | +30.8% | +20.0% | +10.8% | +29.5% |
| 1Y | +54.9% | +33.3% | +21.7% | +52.7% |
| 3Y | +80.7% | +161.3% | -80.7% | +68.0% |
| 5Y | +83.4% | +108.8% | -25.4% | +74.6% |
| All | +83.4% | +105.2% | -21.8% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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