+696.9%
AVGO vs ELAN
-30.9%
+727.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | 0.0% |
| 7D | +1.1% | -5.4% | +6.6% | +2.5% |
| 30D | -13.0% | +4.7% | -17.7% | -14.3% |
| 3M | -6.0% | -3.7% | -2.3% | -5.9% |
| 6M | +6.4% | -1.2% | +7.6% | +4.8% |
| YTD | +5.0% | +2.4% | +2.6% | +2.3% |
| 1Y | +1.4% | +23.4% | -22.0% | -6.2% |
| 3Y | +336.8% | +96.7% | +240.1% | +233.0% |
| All | +696.9% | -30.9% | +727.8% | +757.3% |
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