-30.4%
ELAN vs EXEL
+180.6%
-211.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.6% | +1.9% |
| 7D | -5.4% | -4.9% | -0.5% | -4.3% |
| 30D | +4.7% | +11.4% | -6.7% | +2.1% |
| 3M | -3.7% | +4.9% | -8.6% | -4.9% |
| 6M | -1.2% | +34.4% | -35.6% | -7.6% |
| YTD | +2.4% | +28.0% | -25.7% | -3.6% |
| 1Y | +23.4% | +43.6% | -20.3% | +12.8% |
| 3Y | +96.7% | +155.2% | -58.5% | +48.8% |
| All | -30.4% | +180.6% | -211.0% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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