+340.5%
JCI vs ALNY
+260.0%
+80.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.8% | +2.2% |
| 7D | +0.7% | -6.5% | +7.3% | +1.3% |
| 30D | -4.4% | +11.0% | -15.5% | -5.4% |
| 3M | +1.7% | -14.1% | +15.7% | +2.2% |
| 6M | +8.8% | -22.4% | +31.2% | +10.4% |
| YTD | +22.6% | -37.5% | +60.1% | +26.8% |
| 1Y | +36.2% | -46.9% | +83.1% | +42.9% |
| 3Y | +168.0% | +22.1% | +145.9% | +155.6% |
| 5Y | +113.5% | +31.2% | +82.3% | +98.4% |
| All | +340.5% | +260.0% | +80.5% | +258.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling