+330.8%
JCI vs BP
+137.6%
+193.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -1.7% |
| 7D | +0.4% | +5.7% | -5.3% | -1.4% |
| 30D | -7.7% | +8.1% | -15.8% | -10.1% |
| 3M | +2.8% | +8.6% | -5.8% | -0.4% |
| 6M | +7.2% | +18.1% | -10.9% | +0.3% |
| YTD | +20.0% | +37.6% | -17.7% | +6.3% |
| 1Y | +33.3% | +39.4% | -6.1% | +17.1% |
| 3Y | +161.3% | +40.1% | +121.2% | +125.4% |
| 5Y | +108.8% | +141.3% | -32.5% | +43.7% |
| All | +330.8% | +137.6% | +193.2% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling