+302.6%
JCI vs BN
+297.2%
+5.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | +8.4% | -0.3% | +8.7% | +8.6% |
| 30D | -8.9% | +13.6% | -22.4% | -15.2% |
| 3M | -6.4% | -6.7% | +0.2% | -3.8% |
| 6M | +1.6% | -9.0% | +10.6% | +5.6% |
| YTD | +20.1% | -8.8% | +28.9% | +23.2% |
| 1Y | +17.2% | -10.6% | +27.8% | +21.4% |
| 3Y | +190.7% | +98.8% | +92.0% | +93.1% |
| 5Y | +99.9% | +33.6% | +66.3% | +59.3% |
| All | +302.6% | +297.2% | +5.4% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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