+167.8%
JCI vs NDAQ
+91.7%
+76.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.5% |
| 7D | +5.1% | -2.6% | +7.7% | +5.8% |
| 30D | -3.8% | +0.5% | -4.3% | -4.0% |
| 3M | +1.9% | +9.9% | -8.0% | -1.4% |
| 6M | +11.2% | +8.2% | +3.0% | +7.4% |
| YTD | +22.9% | -1.5% | +24.4% | +23.3% |
| 1Y | +37.4% | +1.3% | +36.1% | +35.4% |
| 3Y | +167.8% | +92.6% | +75.2% | +103.2% |
| All | +167.8% | +91.7% | +76.1% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling