+84.8%
MRK vs JCI
+37.7%
+47.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.3% |
| 7D | +1.3% | +3.8% | -2.5% | +1.3% |
| 30D | +17.1% | -5.7% | +22.8% | +17.4% |
| 3M | +25.9% | -1.4% | +27.3% | +25.6% |
| 6M | +26.8% | +4.1% | +22.7% | +24.9% |
| YTD | +44.9% | +21.7% | +23.2% | +41.4% |
| 1Y | +84.8% | +36.1% | +48.7% | +77.7% |
| All | +84.8% | +37.7% | +47.1% | +77.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling