+9,018.2%
JNJ vs JCI
+2,244.0%
+6,774.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.0% | +1.1% |
| 7D | +3.5% | +3.2% | +0.3% | +3.0% |
| 30D | +12.5% | -8.6% | +21.1% | +13.6% |
| 3M | +9.6% | -7.7% | +17.3% | +10.3% |
| 6M | +25.3% | -2.6% | +27.9% | +24.9% |
| YTD | +40.3% | +17.4% | +22.9% | +36.3% |
| 1Y | +49.6% | +16.9% | +32.7% | +45.4% |
| 3Y | +110.8% | +186.7% | -76.0% | +79.6% |
| 5Y | +99.1% | +95.4% | +3.8% | +76.8% |
| 10Y | +216.6% | +292.7% | -76.2% | +151.7% |
| All | +9,018.2% | +2,244.0% | +6,774.2% | +3,933.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling