+27.2%
NFLX vs JCI
+111.9%
-84.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -8.1% | +4.1% | -12.2% | -9.4% |
| 30D | -0.3% | -3.8% | +3.5% | +0.8% |
| 3M | -6.6% | -1.6% | -5.0% | -7.0% |
| 6M | -22.7% | +9.5% | -32.2% | -27.2% |
| YTD | -18.9% | +21.7% | -40.6% | -27.6% |
| 1Y | -39.8% | +37.1% | -77.0% | -49.4% |
| 3Y | +71.7% | +165.2% | -93.5% | +1.1% |
| 5Y | +27.2% | +110.3% | -83.1% | -23.0% |
| All | +27.2% | +111.9% | -84.6% | -23.0% |
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