+162.1%
JCI vs BBY
+38.5%
+123.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | -7.7% | +5.8% | -13.5% | -8.8% |
| 3M | +2.8% | +18.0% | -15.3% | -0.8% |
| 6M | +7.2% | +39.8% | -32.6% | -0.8% |
| YTD | +20.0% | +35.4% | -15.4% | +11.3% |
| 1Y | +33.3% | +21.4% | +11.9% | +27.2% |
| All | +162.1% | +38.5% | +123.6% | +126.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling