+340.5%
JCI vs NVS
+179.5%
+160.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.5% | +2.3% |
| 7D | +0.7% | -14.3% | +15.0% | +6.1% |
| 30D | -4.4% | -10.0% | +5.5% | -1.6% |
| 3M | +1.7% | -10.9% | +12.6% | +4.7% |
| 6M | +8.8% | -12.0% | +20.8% | +12.5% |
| YTD | +22.6% | +2.5% | +20.1% | +18.7% |
| 1Y | +36.2% | +10.7% | +25.5% | +27.3% |
| 3Y | +168.0% | +53.3% | +114.7% | +111.2% |
| 5Y | +113.5% | +93.6% | +19.9% | +46.5% |
| All | +340.5% | +179.5% | +160.9% | +171.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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