+2,325.5%
JCI vs BRO
+25,535.5%
-23,209.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.5% | +2.3% |
| 7D | +0.7% | -7.3% | +8.1% | +2.2% |
| 30D | -4.4% | -6.9% | +2.4% | -3.2% |
| 3M | +1.7% | +10.7% | -9.0% | -1.0% |
| 6M | +8.8% | -2.7% | +11.5% | +8.2% |
| YTD | +22.6% | -16.3% | +39.0% | +25.5% |
| 1Y | +36.2% | -29.1% | +65.3% | +43.9% |
| 3Y | +168.0% | -7.8% | +175.8% | +167.6% |
| 5Y | +113.5% | +18.7% | +94.7% | +101.9% |
| 10Y | +344.3% | +291.9% | +52.4% | +245.3% |
| All | +2,325.5% | +25,535.5% | -23,209.9% | +1,804.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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