+1,343.0%
JCI vs BNS
+1,476.3%
-133.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.6% |
| 7D | +5.1% | +1.8% | +3.3% | +4.0% |
| 30D | -3.8% | +4.5% | -8.3% | -6.5% |
| 3M | +1.9% | +15.8% | -13.9% | -6.7% |
| 6M | +11.2% | +31.5% | -20.3% | -5.4% |
| YTD | +22.9% | +28.6% | -5.7% | +6.0% |
| 1Y | +37.4% | +48.2% | -10.8% | +9.1% |
| 3Y | +167.8% | +130.8% | +37.0% | +63.5% |
| 5Y | +115.0% | +94.9% | +20.1% | +44.0% |
| 10Y | +325.3% | +179.6% | +145.7% | +128.0% |
| All | +1,343.0% | +1,476.3% | -133.2% | +206.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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