+826.7%
FTNT vs ELAN
-29.1%
+855.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +4.0% | +1.5% |
| 7D | +1.6% | -6.4% | +8.0% | +2.7% |
| 30D | -1.9% | +0.6% | -2.4% | -2.2% |
| 3M | +14.4% | 0.0% | +14.4% | +13.9% |
| 6M | +88.7% | -3.4% | +92.1% | +86.5% |
| YTD | +100.0% | +1.0% | +99.0% | +95.5% |
| 1Y | +99.9% | +24.7% | +75.1% | +86.8% |
| 3Y | +147.9% | +97.2% | +50.7% | +92.7% |
| 5Y | +155.8% | -31.5% | +187.3% | +163.9% |
| All | +826.7% | -29.1% | +855.8% | +827.5% |
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