+374.7%
JCI vs BLDR
+414.6%
-39.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.5% |
| 7D | +3.8% | -2.8% | +6.7% | +4.3% |
| 30D | -5.7% | -13.3% | +7.6% | -3.6% |
| 3M | -1.4% | -12.3% | +10.9% | +0.1% |
| 6M | +4.1% | -31.5% | +35.6% | +9.6% |
| YTD | +21.7% | -36.1% | +57.8% | +29.1% |
| 1Y | +36.1% | -54.1% | +90.2% | +51.7% |
| 3Y | +154.4% | -55.8% | +210.2% | +178.3% |
| 5Y | +112.0% | +20.7% | +91.3% | +94.2% |
| 10Y | +322.2% | +390.2% | -68.0% | +199.1% |
| All | +374.7% | +414.6% | -39.9% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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