+8,682.5%
JNJ vs JCI
+2,331.5%
+6,350.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.1% | -1.4% |
| 7D | +2.7% | +3.8% | -1.2% | +2.2% |
| 30D | +7.4% | -5.7% | +13.0% | +8.1% |
| 3M | +21.2% | -1.4% | +22.6% | +21.1% |
| 6M | +13.4% | +4.1% | +9.3% | +12.3% |
| YTD | +35.1% | +21.7% | +13.4% | +31.1% |
| 1Y | +57.4% | +36.1% | +21.3% | +50.3% |
| 3Y | +86.8% | +154.4% | -67.7% | +62.2% |
| 5Y | +80.8% | +112.0% | -31.2% | +59.3% |
| 10Y | +202.7% | +322.2% | -119.5% | +139.1% |
| All | +8,682.5% | +2,331.5% | +6,350.9% | +3,779.0% |
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