+161.9%
JCI vs NVD
-99.2%
+261.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +1.5% |
| 7D | +5.1% | -7.7% | +12.8% | +4.2% |
| 30D | -3.8% | -5.8% | +2.0% | -4.2% |
| 3M | +1.9% | -23.2% | +25.1% | -0.2% |
| 6M | +11.2% | -49.7% | +60.9% | +4.5% |
| YTD | +22.9% | -47.7% | +70.6% | +16.7% |
| 1Y | +37.4% | -61.3% | +98.7% | +26.9% |
| 3Y | +167.8% | -99.2% | +267.0% | +96.2% |
| All | +161.9% | -99.2% | +261.1% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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