+1,721.2%
AVGO vs ELAN
-27.0%
+1,748.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.6% |
| 7D | -0.8% | -4.6% | +3.8% | +0.6% |
| 30D | -13.7% | +5.7% | -19.4% | -15.5% |
| 3M | -6.9% | -3.9% | -3.1% | -6.8% |
| 6M | +5.8% | -1.6% | +7.4% | +4.0% |
| YTD | +5.7% | +4.1% | +1.6% | +1.8% |
| 1Y | +9.0% | +25.5% | -16.5% | -1.4% |
| 3Y | +340.5% | +103.2% | +237.3% | +215.3% |
| 5Y | +711.1% | -29.8% | +740.8% | +747.7% |
| All | +1,721.2% | -27.0% | +1,748.2% | +1,492.4% |
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 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