-40.4%
BABA vs ELAN
+21.2%
-61.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.2% |
| 7D | -13.8% | +4.0% | -17.8% | -14.6% |
| 30D | -15.1% | +18.8% | -33.9% | -18.9% |
| 3M | -22.7% | +19.0% | -41.7% | -26.4% |
| 6M | -34.7% | +22.8% | -57.5% | -39.6% |
| YTD | -35.0% | +18.3% | -53.4% | -39.0% |
| 1Y | -40.4% | +21.8% | -62.2% | -44.5% |
| All | -40.4% | +21.2% | -61.6% | -44.5% |
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