-6.6%
ADBE vs ELAN
-29.1%
+22.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.6% | -1.7% |
| 7D | -12.9% | -6.4% | -6.5% | -11.7% |
| 30D | -5.6% | +0.6% | -6.2% | -5.9% |
| 3M | +6.6% | 0.0% | +6.7% | +6.1% |
| 6M | -9.6% | -3.4% | -6.1% | -10.5% |
| YTD | -28.9% | +1.0% | -29.9% | -30.6% |
| 1Y | -28.9% | +24.7% | -53.7% | -34.5% |
| 3Y | -55.6% | +97.2% | -152.8% | -66.6% |
| 5Y | -62.2% | -31.5% | -30.7% | -61.0% |
| All | -6.6% | -29.1% | +22.5% | -8.6% |
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