+173.1%
SYK vs JCI
+348.5%
-175.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.2% | +1.2% |
| 7D | -9.1% | +0.7% | -9.8% | -9.4% |
| 30D | -20.6% | -4.4% | -16.2% | -19.4% |
| 3M | -9.6% | +1.7% | -11.3% | -11.1% |
| 6M | -19.9% | +8.8% | -28.7% | -24.0% |
| YTD | -21.2% | +22.6% | -43.8% | -29.4% |
| 1Y | -28.4% | +36.2% | -64.6% | -39.2% |
| 3Y | -5.3% | +168.0% | -173.3% | -43.6% |
| 5Y | +6.0% | +113.5% | -107.5% | -31.0% |
| All | +173.1% | +348.5% | -175.5% | +9.6% |
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