+293.5%
JCI vs BB
+21.8%
+271.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.2% | -1.9% |
| 7D | +3.2% | +1.8% | +1.4% | +3.0% |
| 30D | -8.6% | +8.1% | -16.7% | -9.6% |
| 3M | -7.7% | -1.0% | -6.7% | -8.1% |
| 6M | -2.6% | +45.9% | -48.5% | -8.6% |
| YTD | +17.4% | +134.8% | -117.5% | +2.9% |
| 1Y | +16.9% | +104.6% | -87.7% | +4.2% |
| 3Y | +186.7% | +152.8% | +33.9% | +141.0% |
| 5Y | +95.4% | -17.4% | +112.8% | +80.0% |
| All | +293.5% | +21.8% | +271.8% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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