+366.0%
JCI vs ALNY
+4,129.5%
-3,763.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +4.1% | -3.5% | +7.6% | +4.5% |
| 30D | -3.8% | +18.9% | -22.7% | -5.8% |
| 3M | -1.6% | -13.3% | +11.7% | -1.1% |
| 6M | +9.5% | -20.3% | +29.8% | +11.1% |
| YTD | +21.7% | -35.1% | +56.8% | +26.1% |
| 1Y | +37.1% | -46.5% | +83.6% | +45.0% |
| 3Y | +165.2% | +28.1% | +137.1% | +148.7% |
| 5Y | +110.3% | +36.1% | +74.2% | +90.5% |
| 10Y | +341.0% | +269.7% | +71.3% | +224.3% |
| All | +366.0% | +4,129.5% | -3,763.5% | +142.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling