+381.5%
ENTG vs ELAN
-29.1%
+410.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -2.8% |
| 7D | +5.1% | -6.4% | +11.5% | +7.8% |
| 30D | -8.5% | +0.6% | -9.1% | -9.1% |
| 3M | +6.7% | 0.0% | +6.7% | +5.5% |
| 6M | +17.7% | -3.4% | +21.2% | +17.3% |
| YTD | +63.5% | +1.0% | +62.5% | +60.6% |
| 1Y | +73.6% | +24.7% | +48.9% | +56.7% |
| 3Y | +44.6% | +97.2% | -52.7% | +1.0% |
| 5Y | +16.1% | -31.5% | +47.6% | +19.5% |
| All | +381.5% | -29.1% | +410.6% | +333.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling