+1,608.1%
JCI vs BUD
+201.1%
+1,407.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +3.8% | +0.3% | +3.6% | +3.7% |
| 30D | -5.7% | -5.7% | 0.0% | -3.8% |
| 3M | -1.4% | +3.1% | -4.5% | -3.0% |
| 6M | +4.1% | +7.9% | -3.7% | +0.5% |
| YTD | +21.7% | +27.3% | -5.6% | +10.4% |
| 1Y | +36.1% | +37.8% | -1.7% | +19.7% |
| 3Y | +154.4% | +49.8% | +104.6% | +111.7% |
| 5Y | +112.0% | +43.8% | +68.2% | +76.1% |
| 10Y | +322.2% | -22.6% | +344.9% | +314.2% |
| All | +1,608.1% | +201.1% | +1,407.0% | +818.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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