+209.9%
BKNG vs JCI
+338.7%
-128.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.2% |
| 7D | -10.7% | +0.4% | -11.1% | -10.9% |
| 30D | -18.1% | -7.7% | -10.4% | -15.1% |
| 3M | +8.5% | +2.8% | +5.8% | +5.7% |
| 6M | -0.1% | +7.2% | -7.3% | -6.0% |
| YTD | -18.2% | +20.0% | -38.2% | -28.2% |
| 1Y | -19.9% | +33.3% | -53.1% | -34.1% |
| 3Y | +41.6% | +161.3% | -119.7% | -23.0% |
| 5Y | +93.1% | +108.8% | -15.7% | +16.4% |
| All | +209.9% | +338.7% | -128.8% | +12.2% |
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