+306.0%
JCI vs BBIO
+136.9%
+169.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.2% | -1.1% |
| 7D | +0.4% | -3.9% | +4.3% | +0.7% |
| 30D | -7.7% | -13.4% | +5.7% | -6.7% |
| 3M | +2.8% | +7.6% | -4.8% | +2.0% |
| 6M | +7.2% | -2.4% | +9.7% | +7.1% |
| YTD | +20.0% | -5.2% | +25.2% | +19.7% |
| 1Y | +33.3% | +36.9% | -3.6% | +28.8% |
| 3Y | +161.3% | +155.2% | +6.1% | +136.1% |
| 5Y | +108.8% | +44.0% | +64.8% | +75.1% |
| All | +306.0% | +136.9% | +169.1% | +195.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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