+18.8%
BX vs JCI
+111.9%
-93.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.0% |
| 7D | -5.7% | +4.1% | -9.7% | -8.1% |
| 30D | -8.9% | -3.8% | -5.1% | -6.8% |
| 3M | +8.4% | -1.6% | +10.0% | +8.2% |
| 6M | +18.9% | +9.5% | +9.4% | +8.6% |
| YTD | -13.6% | +21.7% | -35.4% | -27.8% |
| 1Y | -22.4% | +37.1% | -59.6% | -41.4% |
| 3Y | +26.0% | +165.2% | -139.2% | -45.4% |
| 5Y | +18.8% | +110.3% | -91.5% | -38.2% |
| All | +18.8% | +111.9% | -93.1% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling