+2,307.7%
JCI vs BN
+15,251.3%
-12,943.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +3.8% | -2.5% | +6.3% | +4.8% |
| 30D | -5.7% | -9.5% | +3.8% | -2.0% |
| 3M | -1.4% | -10.4% | +9.0% | +2.8% |
| 6M | +4.1% | -6.4% | +10.5% | +6.3% |
| YTD | +21.7% | -11.9% | +33.6% | +26.6% |
| 1Y | +36.1% | -8.6% | +44.7% | +39.2% |
| 3Y | +154.4% | +77.6% | +76.9% | +98.9% |
| 5Y | +112.0% | +37.0% | +75.0% | +80.4% |
| 10Y | +322.2% | +266.4% | +55.8% | +147.0% |
| All | +2,307.7% | +15,251.3% | -12,943.6% | +588.8% |
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