+1,376.8%
BAC vs JCI
+2,331.5%
-954.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.8% |
| 7D | +1.1% | +3.8% | -2.7% | -0.3% |
| 30D | -0.4% | -5.7% | +5.3% | +1.6% |
| 3M | +16.9% | -1.4% | +18.3% | +16.8% |
| 6M | +26.6% | +4.1% | +22.5% | +23.5% |
| YTD | +15.8% | +21.7% | -6.0% | +6.3% |
| 1Y | +27.2% | +36.1% | -9.0% | +11.7% |
| 3Y | +132.4% | +154.4% | -22.0% | +60.5% |
| 5Y | +72.6% | +112.0% | -39.5% | +25.8% |
| 10Y | +389.7% | +322.2% | +67.5% | +179.7% |
| All | +1,376.8% | +2,331.5% | -954.7% | +312.8% |
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