+154.0%
NEM vs JCI
+105.2%
+48.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.6% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | +7.8% | -7.7% | +15.6% | +10.0% |
| 3M | +36.3% | +2.8% | +33.5% | +34.9% |
| 6M | +6.6% | +7.2% | -0.7% | +4.6% |
| YTD | +27.1% | +20.0% | +7.2% | +21.7% |
| 1Y | +62.3% | +33.3% | +29.1% | +51.9% |
| 3Y | +245.1% | +161.3% | +83.8% | +177.9% |
| 5Y | +154.0% | +108.8% | +45.2% | +97.3% |
| All | +154.0% | +105.2% | +48.8% | +97.3% |
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