+1,093.8%
BAC vs JCI
+2,332.8%
-1,238.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.9% |
| 7D | -1.9% | +2.9% | -4.8% | -2.9% |
| 30D | -7.2% | -6.9% | -0.2% | -5.2% |
| 3M | -20.4% | -6.3% | -14.1% | -19.1% |
| 6M | +1.3% | +2.6% | -1.3% | -1.1% |
| YTD | -6.4% | +21.8% | -28.2% | -14.6% |
| 1Y | -3.5% | +19.6% | -23.1% | -11.4% |
| 3Y | +96.7% | +194.9% | -98.2% | +27.9% |
| 5Y | +20.6% | +108.1% | -87.6% | -11.9% |
| 10Y | +233.0% | +307.6% | -74.6% | +91.6% |
| All | +1,093.8% | +2,332.8% | -1,238.9% | +231.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling