+23.4%
ELAN vs RGEN
+38.7%
-15.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -5.4% | -1.4% | -4.0% | -5.1% |
| 30D | +4.7% | -0.3% | +5.0% | +4.6% |
| 3M | -3.7% | +23.9% | -27.5% | -10.6% |
| 6M | -1.2% | +38.5% | -39.7% | -12.4% |
| YTD | +2.4% | +0.8% | +1.6% | -0.9% |
| 1Y | +23.4% | +38.2% | -14.8% | +7.3% |
| All | +23.4% | +38.7% | -15.3% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling