+38.6%
GILD vs ELAN
+18.4%
+20.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -1.8% |
| 7D | -2.2% | +11.6% | -13.8% | -3.9% |
| 30D | +13.6% | +15.1% | -1.5% | +11.2% |
| 3M | +28.3% | +6.4% | +21.9% | +26.7% |
| 6M | +23.9% | -1.7% | +25.6% | +23.6% |
| YTD | +38.4% | +13.7% | +24.7% | +35.5% |
| 1Y | +38.6% | +19.6% | +19.0% | +34.1% |
| All | +38.6% | +18.4% | +20.2% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling