+95.0%
JCI vs NOC
+65.6%
+29.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +3.2% | +4.8% | -1.7% | +2.8% |
| 30D | -8.6% | +11.0% | -19.6% | -9.3% |
| 3M | -7.7% | -3.8% | -4.0% | -7.4% |
| 6M | -2.6% | +0.6% | -3.2% | -2.7% |
| YTD | +17.4% | -2.3% | +19.7% | +17.2% |
| 1Y | +16.9% | +0.3% | +16.7% | +16.5% |
| 3Y | +186.7% | +24.6% | +162.1% | +176.6% |
| All | +95.0% | +65.6% | +29.4% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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