+31.0%
BABA vs ELAN
+102.3%
-71.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.6% |
| 7D | -2.2% | -4.6% | +2.4% | -1.4% |
| 30D | -17.3% | +5.7% | -23.0% | -18.2% |
| 3M | -7.8% | -3.9% | -3.9% | -7.6% |
| 6M | -16.8% | -1.6% | -15.1% | -17.3% |
| YTD | -24.7% | +4.1% | -28.7% | -25.7% |
| 1Y | -24.9% | +25.5% | -50.5% | -27.9% |
| All | +31.0% | +102.3% | -71.3% | +15.8% |
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