+2,309.0%
JCI vs BEN
+5,193.4%
-2,884.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.5% |
| 7D | +2.9% | +7.2% | -4.3% | +0.3% |
| 30D | -6.9% | +14.1% | -21.1% | -11.6% |
| 3M | -6.3% | +9.9% | -16.2% | -9.7% |
| 6M | +2.6% | +17.4% | -14.8% | -3.9% |
| YTD | +21.8% | +57.3% | -35.5% | +1.5% |
| 1Y | +19.6% | +66.9% | -47.3% | -2.6% |
| 3Y | +194.9% | +85.7% | +109.3% | +125.1% |
| 5Y | +108.1% | +31.2% | +76.9% | +78.2% |
| 10Y | +307.6% | +61.0% | +246.6% | +204.4% |
| All | +2,309.0% | +5,193.4% | -2,884.5% | +462.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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