-60.9%
ADBE vs ELAN
-30.9%
-30.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.1% |
| 7D | -5.4% | -5.4% | +0.1% | -4.4% |
| 30D | -2.5% | +4.7% | -7.2% | -3.5% |
| 3M | +15.3% | -3.7% | +18.9% | +15.7% |
| 6M | -7.8% | -1.2% | -6.7% | -9.0% |
| YTD | -27.9% | +2.4% | -30.3% | -29.6% |
| 1Y | -28.0% | +23.4% | -51.4% | -33.0% |
| 3Y | -55.3% | +96.7% | -152.0% | -66.3% |
| All | -60.9% | -30.9% | -30.0% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling