+120.2%
NEM vs JCI
+96.3%
+23.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.0% |
| 7D | -6.4% | +3.2% | -9.6% | -7.1% |
| 30D | +1.4% | -8.6% | +10.0% | +3.3% |
| 3M | -0.7% | -7.7% | +7.0% | +0.8% |
| 6M | -4.5% | -2.6% | -1.9% | -4.6% |
| YTD | +14.0% | +17.4% | -3.3% | +9.1% |
| 1Y | +27.3% | +16.9% | +10.4% | +21.9% |
| 3Y | +250.5% | +186.7% | +63.8% | +175.8% |
| All | +120.2% | +96.3% | +23.9% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling