+36.1%
JCI vs ALNY
-40.8%
+76.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.9% |
| 7D | +3.8% | +12.2% | -8.4% | +4.0% |
| 30D | -5.7% | +16.3% | -22.0% | -5.4% |
| 3M | -1.4% | -12.4% | +11.0% | -0.9% |
| 6M | +4.1% | -18.7% | +22.8% | +5.4% |
| YTD | +21.7% | -33.1% | +54.8% | +23.8% |
| 1Y | +36.1% | -41.3% | +77.5% | +39.2% |
| All | +36.1% | -40.8% | +76.9% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 1y: compounded portfolio wealth divided by compounded ALNY 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…
1y analysis · Full analysis span regression · 6 months rolling