-30.4%
ELAN vs ARWR
+29.9%
-60.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.3% |
| 7D | -5.4% | -4.0% | -1.4% | -4.7% |
| 30D | +4.7% | -5.0% | +9.7% | +5.8% |
| 3M | -3.7% | +11.3% | -15.0% | -6.3% |
| 6M | -1.2% | +42.6% | -43.8% | -8.7% |
| YTD | +2.4% | +24.8% | -22.4% | -3.3% |
| 1Y | +23.4% | +178.8% | -155.4% | -3.1% |
| 3Y | +96.7% | +183.3% | -86.7% | +39.3% |
| All | -30.4% | +29.9% | -60.3% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling