+27.7%
JCI vs ELAN
+13.9%
+13.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.0% | -9.3% | -6.7% |
| 7D | -10.7% | +11.7% | -22.4% | -12.1% |
| 30D | -10.4% | +12.4% | -22.8% | -12.0% |
| 3M | -8.3% | -1.1% | -7.1% | -8.2% |
| 6M | -2.1% | +12.4% | -14.6% | -4.4% |
| YTD | +18.4% | +11.8% | +6.5% | +19.1% |
| 1Y | +27.7% | +12.5% | +15.2% | +28.1% |
| All | +27.7% | +13.9% | +13.8% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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