+341.0%
JCI vs BN
+257.9%
+83.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | 0.0% |
| 7D | +4.1% | -3.0% | +7.1% | +5.7% |
| 30D | -3.8% | -13.0% | +9.2% | +3.1% |
| 3M | -1.6% | -15.2% | +13.6% | +6.8% |
| 6M | +9.5% | -5.9% | +15.4% | +11.9% |
| YTD | +21.7% | -15.8% | +37.5% | +30.8% |
| 1Y | +37.1% | -12.2% | +49.3% | +43.5% |
| 3Y | +165.2% | +72.2% | +93.0% | +90.2% |
| 5Y | +110.3% | +33.2% | +77.1% | +68.5% |
| 10Y | +341.0% | +264.7% | +76.3% | +113.4% |
| All | +341.0% | +257.9% | +83.1% | +113.4% |
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