+341.0%
JCI vs NDAQ
+374.8%
-33.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | +4.1% | -1.6% | +5.6% | +4.8% |
| 30D | -3.8% | -1.5% | -2.4% | -3.3% |
| 3M | -1.6% | +8.0% | -9.7% | -6.0% |
| 6M | +9.5% | +7.7% | +1.8% | +3.9% |
| YTD | +21.7% | -2.3% | +24.1% | +20.2% |
| 1Y | +37.1% | +0.6% | +36.6% | +33.0% |
| 3Y | +165.2% | +90.9% | +74.3% | +81.8% |
| 5Y | +110.3% | +52.5% | +57.8% | +59.8% |
| 10Y | +341.0% | +380.3% | -39.3% | +103.5% |
| All | +341.0% | +374.8% | -33.8% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 10y: compounded portfolio wealth divided by compounded NDAQ 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…
10y analysis · Full analysis span regression · 6 months rolling