+21.9%
BABA vs ELAN
+148.1%
-126.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.1% | -7.1% |
| 7D | -12.7% | +11.9% | -24.6% | -14.4% |
| 30D | -14.9% | +18.3% | -33.1% | -17.4% |
| 3M | -24.6% | +19.7% | -44.4% | -27.1% |
| 6M | -29.3% | +23.7% | -53.0% | -32.4% |
| YTD | -35.0% | +17.1% | -52.1% | -37.3% |
| 1Y | -39.7% | +20.2% | -59.9% | -42.1% |
| All | +21.9% | +148.1% | -126.2% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling