-33.4%
ELAN vs ARWR
+358.1%
-391.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.9% |
| 7D | +0.3% | +2.9% | -2.6% | -0.3% |
| 30D | +8.4% | -2.9% | +11.3% | +9.0% |
| 3M | +1.2% | +15.2% | -14.0% | -2.0% |
| 6M | +2.6% | +42.3% | -39.7% | -4.8% |
| YTD | +5.9% | +28.2% | -22.3% | -0.2% |
| 1Y | +25.8% | +213.2% | -187.4% | -1.7% |
| 3Y | +106.8% | +184.6% | -77.8% | +51.4% |
| 5Y | -29.3% | +29.2% | -58.5% | -43.4% |
| All | -33.4% | +358.1% | -391.5% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ARWR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling