+22,282.0%
SYK vs JCI
+2,295.8%
+19,986.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | -12.3% | +0.4% | -12.7% | -12.4% |
| 30D | -22.4% | -7.7% | -14.7% | -21.2% |
| 3M | -12.3% | +2.8% | -15.1% | -13.3% |
| 6M | -24.3% | +7.2% | -31.6% | -26.0% |
| YTD | -22.8% | +20.0% | -42.7% | -26.5% |
| 1Y | -28.8% | +33.3% | -62.0% | -33.9% |
| 3Y | -4.0% | +161.3% | -165.3% | -23.8% |
| 5Y | +3.8% | +108.8% | -104.9% | -14.2% |
| 10Y | +172.8% | +334.6% | -161.8% | +92.6% |
| All | +22,282.0% | +2,295.8% | +19,986.2% | +8,250.9% |
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