+51.1%
NEM vs JCI
+27.0%
+24.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -6.3% | +16.2% | +11.9% |
| 7D | +3.7% | -10.7% | +14.4% | +7.7% |
| 30D | +2.0% | -10.4% | +12.4% | +5.7% |
| 3M | +21.1% | -8.3% | +29.4% | +24.2% |
| 6M | +9.5% | -2.1% | +11.6% | +8.7% |
| YTD | +19.1% | +18.4% | +0.7% | +12.1% |
| 1Y | +51.1% | +27.7% | +23.4% | +35.5% |
| All | +51.1% | +27.0% | +24.1% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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