+452.9%
NFLX vs JCI
+300.9%
+152.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.4% | -2.4% |
| 7D | -4.4% | +8.4% | -12.8% | -6.7% |
| 30D | -11.0% | -8.9% | -2.1% | -9.1% |
| 3M | -15.5% | -6.4% | -9.1% | -14.8% |
| 6M | -28.5% | +1.6% | -30.1% | -30.7% |
| YTD | -33.1% | +20.1% | -53.2% | -39.6% |
| 1Y | -45.8% | +17.2% | -63.1% | -50.7% |
| 3Y | +40.2% | +190.7% | -150.6% | -11.6% |
| 5Y | -8.2% | +99.9% | -108.0% | -35.6% |
| All | +452.9% | +300.9% | +152.0% | +188.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling