+36.1%
JCI vs NVMI
+53.9%
-17.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | +0.4% |
| 7D | +3.8% | +6.6% | -2.8% | +2.0% |
| 30D | -5.7% | -7.5% | +1.9% | -3.9% |
| 3M | -1.4% | -28.5% | +27.1% | +6.9% |
| 6M | +4.1% | -15.7% | +19.9% | +7.6% |
| YTD | +21.7% | +13.3% | +8.4% | +17.0% |
| 1Y | +36.1% | +48.3% | -12.1% | +25.1% |
| All | +36.1% | +53.9% | -17.7% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 1y: compounded portfolio wealth divided by compounded NVMI 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…
1y analysis · Full analysis span regression · 6 months rolling