+197.6%
JCI vs BN
+102.0%
+95.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.8% |
| 7D | +2.9% | -2.4% | +5.3% | +4.1% |
| 30D | -6.9% | +13.5% | -20.5% | -12.7% |
| 3M | -6.3% | -5.9% | -0.4% | -4.0% |
| 6M | +2.6% | -8.9% | +11.5% | +6.5% |
| YTD | +21.8% | -7.9% | +29.7% | +24.2% |
| 1Y | +19.6% | -8.3% | +27.9% | +22.0% |
| All | +197.6% | +102.0% | +95.6% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling