+15.3%
ENTG vs ELAN
-30.9%
+46.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.6% |
| 7D | +1.2% | -5.4% | +6.6% | +3.4% |
| 30D | -12.9% | +4.7% | -17.6% | -14.7% |
| 3M | -3.1% | -3.7% | +0.6% | -2.9% |
| 6M | +21.0% | -1.2% | +22.2% | +19.3% |
| YTD | +67.0% | +2.4% | +64.6% | +62.9% |
| 1Y | +68.6% | +23.4% | +45.3% | +51.9% |
| 3Y | +48.6% | +96.7% | -48.1% | +1.0% |
| All | +15.3% | -30.9% | +46.3% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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