+211.4%
NXPI vs JCI
+323.6%
-112.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | +0.4% |
| 7D | -2.3% | +4.1% | -6.3% | -5.0% |
| 30D | -4.3% | -3.8% | -0.5% | -1.9% |
| 3M | -24.7% | -1.6% | -23.0% | -23.8% |
| 6M | +9.7% | +9.5% | +0.2% | +2.8% |
| YTD | +3.8% | +21.7% | -18.0% | -10.4% |
| 1Y | +1.6% | +37.1% | -35.5% | -19.6% |
| 3Y | +16.0% | +165.2% | -149.1% | -42.8% |
| 5Y | +16.1% | +110.3% | -94.2% | -33.9% |
| 10Y | +211.4% | +341.0% | -129.6% | -1.3% |
| All | +211.4% | +323.6% | -112.2% | -1.3% |
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 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