+152.9%
JCI vs BBAI
-80.9%
+233.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.7% | +5.5% | -2.0% |
| 7D | +3.2% | -14.0% | +17.1% | +3.6% |
| 30D | -8.6% | -12.4% | +3.8% | -8.3% |
| 3M | -7.7% | -42.8% | +35.1% | -6.5% |
| 6M | -2.6% | -54.6% | +52.1% | -0.8% |
| YTD | +17.4% | -64.6% | +82.0% | +19.8% |
| 1Y | +16.9% | -69.9% | +86.8% | +19.7% |
| 3Y | +186.7% | +7.3% | +179.4% | +180.9% |
| 5Y | +95.4% | -80.8% | +176.2% | +92.7% |
| All | +152.9% | -80.9% | +233.8% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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