+2,272.4%
JCI vs BNY
+8,070.6%
-5,798.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +0.4% | -1.1% | +1.5% | +0.8% |
| 30D | -7.7% | +1.4% | -9.1% | -8.2% |
| 3M | +2.8% | +16.8% | -14.0% | -3.0% |
| 6M | +7.2% | +42.0% | -34.7% | -5.8% |
| YTD | +20.0% | +41.9% | -22.0% | +5.2% |
| 1Y | +33.3% | +59.2% | -25.9% | +12.1% |
| 3Y | +161.3% | +290.9% | -129.6% | +58.6% |
| 5Y | +108.8% | +259.0% | -150.3% | +29.5% |
| 10Y | +334.6% | +413.0% | -78.5% | +132.5% |
| All | +2,272.4% | +8,070.6% | -5,798.3% | +481.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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