+661.1%
BX vs JCI
+348.5%
+312.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.2% | +1.1% |
| 7D | -5.6% | +0.7% | -6.3% | -6.0% |
| 30D | -12.2% | -4.4% | -7.8% | -9.9% |
| 3M | +7.4% | +1.7% | +5.7% | +5.2% |
| 6M | +22.2% | +8.8% | +13.4% | +12.9% |
| YTD | -14.0% | +22.6% | -36.7% | -27.3% |
| 1Y | -27.3% | +36.2% | -63.5% | -43.1% |
| 3Y | +24.5% | +168.0% | -143.5% | -39.6% |
| 5Y | +18.9% | +113.5% | -94.6% | -33.8% |
| All | +661.1% | +348.5% | +312.5% | +153.5% |
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