+21.5%
BX vs JCI
+159.5%
-138.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.4% | -2.1% |
| 7D | -8.9% | +0.4% | -9.3% | -9.1% |
| 30D | -14.8% | -7.7% | -7.1% | -11.4% |
| 3M | +6.9% | +2.8% | +4.2% | +4.4% |
| 6M | +16.3% | +7.2% | +9.0% | +9.4% |
| YTD | -16.1% | +20.0% | -36.0% | -27.0% |
| 1Y | -26.8% | +33.3% | -60.0% | -41.1% |
| All | +21.5% | +159.5% | -138.0% | -40.4% |
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