+114.4%
JCI vs BBY
+1.5%
+112.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.8% | +1.5% |
| 7D | +0.7% | +0.6% | +0.2% | +0.6% |
| 30D | -4.4% | +9.4% | -13.8% | -6.7% |
| 3M | +1.7% | +19.3% | -17.7% | -3.3% |
| 6M | +8.8% | +47.9% | -39.1% | -3.4% |
| YTD | +22.6% | +39.6% | -16.9% | +10.1% |
| 1Y | +36.2% | +22.2% | +14.0% | +27.0% |
| 3Y | +168.0% | +45.0% | +123.0% | +125.6% |
| All | +114.4% | +1.5% | +112.9% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling