+2,309.0%
JCI vs BN
+15,947.2%
-13,638.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.8% |
| 7D | +2.9% | -2.4% | +5.3% | +3.9% |
| 30D | -6.9% | +13.5% | -20.5% | -11.8% |
| 3M | -6.3% | -5.9% | -0.4% | -4.5% |
| 6M | +2.6% | -8.9% | +11.5% | +5.6% |
| YTD | +21.8% | -7.9% | +29.7% | +24.0% |
| 1Y | +19.6% | -8.3% | +27.9% | +21.8% |
| 3Y | +194.9% | +100.8% | +94.2% | +119.6% |
| 5Y | +108.1% | +38.2% | +69.9% | +75.8% |
| 10Y | +307.6% | +302.3% | +5.3% | +129.7% |
| All | +2,309.0% | +15,947.2% | -13,638.2% | +574.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling