+103.2%
JCI vs BBWI
-67.3%
+170.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -5.9% | -4.2% | -1.6% | -5.2% |
| 30D | -10.4% | +24.9% | -35.2% | -14.0% |
| 3M | -6.1% | +13.2% | -19.3% | -8.8% |
| 6M | +1.7% | +12.1% | -10.4% | -1.9% |
| YTD | +18.9% | +11.1% | +7.8% | +13.5% |
| 1Y | +16.1% | +0.7% | +15.4% | +12.0% |
| 3Y | +187.8% | -23.8% | +211.6% | +181.6% |
| 5Y | +103.2% | -66.9% | +170.1% | +133.8% |
| All | +103.2% | -67.3% | +170.5% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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