+353.2%
JCI vs ELAN
-29.1%
+382.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.5% | -0.7% |
| 7D | +0.4% | -6.4% | +6.8% | +2.1% |
| 30D | -7.7% | +0.6% | -8.3% | -8.0% |
| 3M | +2.8% | 0.0% | +2.8% | +2.2% |
| 6M | +7.2% | -3.4% | +10.7% | +6.7% |
| YTD | +20.0% | +1.0% | +18.9% | +17.8% |
| 1Y | +33.3% | +24.7% | +8.5% | +23.3% |
| 3Y | +161.3% | +97.2% | +64.1% | +98.8% |
| 5Y | +108.8% | -31.5% | +140.3% | +116.4% |
| All | +353.2% | -29.1% | +382.3% | +308.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling