-22.6%
ADBE vs ELAN
+41.2%
-63.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.1% | -6.7% |
| 7D | -8.6% | +1.6% | -10.2% | -8.5% |
| 30D | +2.8% | -6.6% | +9.3% | +2.7% |
| 3M | +3.1% | -0.8% | +4.0% | +3.4% |
| 6M | -2.4% | +0.2% | -2.7% | -1.9% |
| YTD | -23.9% | +8.3% | -32.1% | -23.6% |
| 1Y | -22.6% | +40.2% | -62.8% | -25.1% |
| All | -22.6% | +41.2% | -63.8% | -25.1% |
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