-7.2%
SYK vs JCI
+159.5%
-166.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.8% |
| 7D | -12.3% | +0.4% | -12.7% | -12.4% |
| 30D | -22.4% | -7.7% | -14.7% | -21.7% |
| 3M | -12.3% | +2.8% | -15.1% | -13.1% |
| 6M | -24.3% | +7.2% | -31.6% | -25.7% |
| YTD | -22.8% | +20.0% | -42.7% | -26.0% |
| 1Y | -28.8% | +33.3% | -62.0% | -33.7% |
| All | -7.2% | +159.5% | -166.8% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling