+37.1%
JCI vs NDAQ
+0.3%
+36.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.1% |
| 7D | +4.1% | -1.6% | +5.6% | +3.9% |
| 30D | -3.8% | -1.5% | -2.4% | -4.0% |
| 3M | -1.6% | +8.0% | -9.7% | -0.8% |
| 6M | +9.5% | +7.7% | +1.8% | +10.2% |
| YTD | +21.7% | -2.3% | +24.1% | +23.3% |
| 1Y | +37.1% | +0.6% | +36.6% | +37.2% |
| All | +37.1% | +0.3% | +36.8% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling