+2,094.7%
NXPI vs JCI
+1,062.5%
+1,032.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.6% | +1.2% |
| 7D | +1.7% | +2.9% | -1.2% | -0.4% |
| 30D | +19.7% | -6.9% | +26.6% | +25.4% |
| 3M | +14.5% | -6.3% | +20.8% | +19.1% |
| 6M | -11.2% | +2.6% | -13.8% | -13.7% |
| YTD | +25.8% | +21.8% | +4.0% | +6.2% |
| 1Y | +35.2% | +19.6% | +15.6% | +15.6% |
| 3Y | +52.3% | +194.9% | -142.7% | -35.8% |
| 5Y | +34.8% | +108.1% | -73.3% | -27.1% |
| 10Y | +214.4% | +307.6% | -93.2% | -5.6% |
| All | +2,094.7% | +1,062.5% | +1,032.2% | +125.3% |
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 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