+476.9%
NEM vs JCI
+2,331.5%
-1,854.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.0% |
| 7D | +0.3% | +3.8% | -3.5% | -0.1% |
| 30D | +23.1% | -5.7% | +28.7% | +23.7% |
| 3M | +18.5% | -1.4% | +19.9% | +18.6% |
| 6M | +7.8% | +4.1% | +3.6% | +7.3% |
| YTD | +29.1% | +21.7% | +7.4% | +26.7% |
| 1Y | +72.7% | +36.1% | +36.5% | +67.7% |
| 3Y | +248.7% | +154.4% | +94.3% | +219.2% |
| 5Y | +148.7% | +112.0% | +36.7% | +129.6% |
| 10Y | +304.8% | +322.2% | -17.5% | +249.7% |
| All | +476.9% | +2,331.5% | -1,854.6% | +381.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling