+224.4%
MRK vs JCI
+348.5%
-124.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -1.0% |
| 7D | -4.3% | +0.7% | -5.0% | -4.4% |
| 30D | +8.3% | -4.4% | +12.7% | +9.1% |
| 3M | +20.0% | +1.7% | +18.4% | +19.2% |
| 6M | +25.7% | +8.8% | +16.9% | +22.7% |
| YTD | +38.7% | +22.6% | +16.1% | +32.0% |
| 1Y | +74.7% | +36.2% | +38.5% | +62.4% |
| 3Y | +45.4% | +168.0% | -122.7% | +14.1% |
| 5Y | +129.0% | +113.5% | +15.6% | +87.2% |
| All | +224.4% | +348.5% | -124.1% | +99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling