+115.0%
JCI vs NDAQ
+55.5%
+59.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.8% |
| 7D | +5.1% | -2.6% | +7.7% | +6.2% |
| 30D | -3.8% | +0.5% | -4.3% | -4.1% |
| 3M | +1.9% | +9.9% | -8.0% | -3.0% |
| 6M | +11.2% | +8.2% | +3.0% | +5.7% |
| YTD | +22.9% | -1.5% | +24.4% | +21.7% |
| 1Y | +37.4% | +1.3% | +36.1% | +33.4% |
| 3Y | +167.8% | +92.6% | +75.2% | +79.3% |
| 5Y | +115.0% | +53.8% | +61.2% | +58.9% |
| All | +115.0% | +55.5% | +59.5% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling