+340.5%
JCI vs BBY
+252.7%
+87.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.8% | +1.4% |
| 7D | +0.7% | +0.6% | +0.2% | +0.6% |
| 30D | -4.4% | +9.4% | -13.8% | -7.0% |
| 3M | +1.7% | +19.3% | -17.7% | -3.8% |
| 6M | +8.8% | +47.9% | -39.1% | -4.5% |
| YTD | +22.6% | +39.6% | -16.9% | +8.9% |
| 1Y | +36.2% | +22.2% | +14.0% | +25.6% |
| 3Y | +168.0% | +45.0% | +123.0% | +125.4% |
| 5Y | +113.5% | +2.6% | +110.9% | +93.7% |
| All | +340.5% | +252.7% | +87.8% | +201.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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