-34.6%
ELAN vs EXEL
+254.6%
-289.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | -4.6% | -0.3% | -4.2% | -4.5% |
| 30D | +5.7% | +10.1% | -4.4% | +3.2% |
| 3M | -3.9% | +10.1% | -14.0% | -6.3% |
| 6M | -1.6% | +37.7% | -39.3% | -9.1% |
| YTD | +4.1% | +33.1% | -29.0% | -3.3% |
| 1Y | +25.5% | +52.4% | -26.8% | +12.2% |
| 3Y | +103.2% | +163.8% | -60.6% | +51.8% |
| 5Y | -29.8% | +198.5% | -228.3% | -50.3% |
| All | -34.6% | +254.6% | -289.2% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling