+192.6%
JCI vs NVMI
+1,976.9%
-1,784.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | +4.1% | +6.9% | -2.9% | +3.3% |
| 30D | -3.8% | -2.8% | -1.0% | -3.6% |
| 3M | -1.6% | -27.3% | +25.7% | +1.7% |
| 6M | +9.5% | -13.7% | +23.2% | +10.8% |
| YTD | +21.7% | +13.8% | +7.9% | +19.1% |
| 1Y | +37.1% | +34.9% | +2.3% | +31.3% |
| 3Y | +165.2% | +213.5% | -48.4% | +128.2% |
| 5Y | +110.3% | +272.5% | -162.2% | +76.4% |
| 10Y | +341.0% | +3,142.4% | -2,801.4% | +199.7% |
| All | +192.6% | +1,976.9% | -1,784.3% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling