+71.4%
BAC vs JCI
+113.2%
-41.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.9% |
| 7D | +1.1% | +3.8% | -2.7% | -0.5% |
| 30D | -0.4% | -5.7% | +5.3% | +2.0% |
| 3M | +16.9% | -1.4% | +18.3% | +16.8% |
| 6M | +26.6% | +4.1% | +22.5% | +22.7% |
| YTD | +15.8% | +21.7% | -6.0% | +3.7% |
| 1Y | +27.2% | +36.1% | -9.0% | +7.4% |
| 3Y | +132.4% | +154.4% | -22.0% | +41.4% |
| All | +71.4% | +113.2% | -41.7% | +4.7% |
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