+36.2%
JCI vs ELAN
+25.6%
+10.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.9% | +2.0% |
| 7D | +0.7% | -5.4% | +6.2% | +1.7% |
| 30D | -4.4% | +4.7% | -9.1% | -5.3% |
| 3M | +1.7% | -3.7% | +5.3% | +1.8% |
| 6M | +8.8% | -1.2% | +10.0% | +8.6% |
| YTD | +22.6% | +2.4% | +20.3% | +23.6% |
| 1Y | +36.2% | +23.4% | +12.8% | +31.7% |
| All | +36.2% | +25.6% | +10.6% | +31.7% |
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