+96.7%
ELAN vs RGEN
+2.2%
+94.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -10.0% |
| 6M | -1.2% | +38.5% | -39.7% | -10.9% |
| YTD | +2.4% | +0.8% | +1.6% | +0.2% |
| 1Y | +23.4% | +38.2% | -14.8% | +10.5% |
| 3Y | +96.7% | +1.3% | +95.4% | +80.5% |
| All | +96.7% | +2.2% | +94.5% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling