+851.5%
BX vs JCI
+300.1%
+551.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.7% |
| 7D | +0.6% | +3.2% | -2.6% | -1.3% |
| 30D | +14.2% | -8.6% | +22.8% | +18.8% |
| 3M | -18.7% | -7.7% | -11.0% | -16.5% |
| 6M | +2.5% | -2.6% | +5.0% | +0.6% |
| YTD | -18.8% | +17.4% | -36.2% | -30.0% |
| 1Y | -10.3% | +16.9% | -27.2% | -22.6% |
| 3Y | +35.4% | +186.7% | -151.4% | -34.6% |
| 5Y | +0.3% | +95.4% | -95.1% | -38.5% |
| 10Y | +668.4% | +292.7% | +375.6% | +195.9% |
| All | +851.5% | +300.1% | +551.4% | +68.2% |
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 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