+934.1%
JCI vs NDAQ
+2,632.1%
-1,698.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | +8.4% | +1.7% | +6.7% | +7.9% |
| 30D | -8.9% | +16.2% | -25.1% | -13.0% |
| 3M | -6.4% | +14.0% | -20.4% | -10.2% |
| 6M | +1.6% | +22.3% | -20.6% | -5.1% |
| YTD | +20.1% | +13.0% | +7.1% | +13.9% |
| 1Y | +17.2% | +24.0% | -6.8% | +8.2% |
| 3Y | +190.7% | +117.1% | +73.7% | +127.9% |
| 5Y | +99.9% | +67.5% | +32.4% | +67.9% |
| 10Y | +301.8% | +474.3% | -172.4% | +141.9% |
| All | +934.1% | +2,632.1% | -1,698.0% | +352.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling