+340.5%
JCI vs NVMI
+3,158.6%
-2,818.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.7% | +1.8% |
| 7D | +0.7% | -0.1% | +0.8% | +0.8% |
| 30D | -4.4% | -8.4% | +4.0% | -2.4% |
| 3M | +1.7% | -33.6% | +35.2% | +12.1% |
| 6M | +8.8% | -14.7% | +23.5% | +11.6% |
| YTD | +22.6% | +13.2% | +9.4% | +16.0% |
| 1Y | +36.2% | +29.0% | +7.2% | +23.8% |
| 3Y | +168.0% | +215.0% | -47.0% | +82.5% |
| 5Y | +113.5% | +268.6% | -155.1% | +35.6% |
| All | +340.5% | +3,158.6% | -2,818.2% | +80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling