+100.9%
JNJ vs JCI
+96.3%
+4.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.0% | +0.8% |
| 7D | +3.5% | +3.2% | +0.3% | +3.4% |
| 30D | +12.5% | -8.6% | +21.1% | +12.6% |
| 3M | +9.6% | -7.7% | +17.3% | +9.6% |
| 6M | +25.3% | -2.6% | +27.9% | +25.1% |
| YTD | +40.3% | +17.4% | +22.9% | +38.9% |
| 1Y | +49.6% | +16.9% | +32.7% | +48.2% |
| 3Y | +110.8% | +186.7% | -76.0% | +94.4% |
| All | +100.9% | +96.3% | +4.7% | +93.5% |
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