+5,990.1%
NKE vs JCI
+2,331.2%
+3,658.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -2.3% | +4.1% | -6.4% | -3.2% |
| 30D | -10.4% | -3.8% | -6.5% | -9.7% |
| 3M | -15.5% | -1.6% | -13.8% | -15.5% |
| 6M | -32.6% | +9.5% | -42.2% | -34.6% |
| YTD | -39.8% | +21.7% | -61.6% | -43.1% |
| 1Y | -47.6% | +37.1% | -84.7% | -51.9% |
| 3Y | -59.0% | +165.2% | -224.2% | -67.9% |
| 5Y | -74.9% | +110.3% | -185.2% | -79.4% |
| 10Y | -21.9% | +341.0% | -362.9% | -45.7% |
| All | +5,990.1% | +2,331.2% | +3,658.9% | +2,090.1% |
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