+1,747.1%
NXPI vs JCI
+1,061.9%
+685.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | -0.2% |
| 7D | +1.9% | +3.8% | -1.9% | -1.0% |
| 30D | -1.4% | -5.7% | +4.2% | +2.7% |
| 3M | -29.1% | -1.4% | -27.7% | -28.3% |
| 6M | +6.2% | +4.1% | +2.1% | +2.7% |
| YTD | +5.9% | +21.7% | -15.9% | -9.9% |
| 1Y | +2.9% | +36.1% | -33.3% | -19.9% |
| 3Y | +14.5% | +154.4% | -139.9% | -45.6% |
| 5Y | +17.1% | +112.0% | -95.0% | -37.2% |
| 10Y | +193.4% | +322.2% | -128.9% | -14.7% |
| All | +1,747.1% | +1,061.9% | +685.2% | +91.2% |
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