+114.4%
JCI vs NVMI
+261.9%
-147.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.2% |
| 3M | +1.7% | -33.6% | +35.2% | +12.8% |
| 6M | +8.8% | -14.7% | +23.5% | +11.7% |
| YTD | +22.6% | +13.2% | +9.4% | +15.5% |
| 1Y | +36.2% | +29.0% | +7.2% | +22.8% |
| 3Y | +168.0% | +215.0% | -47.0% | +72.6% |
| All | +114.4% | +261.9% | -147.5% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling