+115.0%
JCI vs BN
+35.3%
+79.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +2.3% |
| 7D | +5.1% | -1.2% | +6.3% | +5.7% |
| 30D | -3.8% | -10.9% | +7.1% | +1.7% |
| 3M | +1.9% | -11.1% | +13.0% | +7.8% |
| 6M | +11.2% | -4.4% | +15.6% | +12.6% |
| YTD | +22.9% | -14.1% | +37.1% | +30.6% |
| 1Y | +37.4% | -11.1% | +48.4% | +42.5% |
| 3Y | +167.8% | +75.6% | +92.3% | +90.6% |
| 5Y | +115.0% | +35.8% | +79.2% | +71.4% |
| All | +115.0% | +35.3% | +79.7% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling