-22.4%
BA vs JCI
+103.8%
-126.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.1% |
| 7D | -0.6% | +8.4% | -9.0% | -4.2% |
| 30D | -8.0% | -8.9% | +0.9% | -5.0% |
| 3M | -25.8% | -6.4% | -19.4% | -24.5% |
| 6M | -27.6% | +1.6% | -29.2% | -30.0% |
| YTD | -21.0% | +20.1% | -41.1% | -30.7% |
| 1Y | -12.3% | +17.2% | -29.5% | -22.1% |
| 3Y | -12.8% | +190.7% | -203.5% | -55.7% |
| 5Y | -22.4% | +99.9% | -122.2% | -56.5% |
| All | -22.4% | +103.8% | -126.2% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 5y: compounded portfolio wealth divided by compounded JCI 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…
5y analysis · Full analysis span regression · 6 months rolling