+142.4%
GILD vs ELAN
-30.9%
+173.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -0.9% |
| 7D | -4.8% | -5.4% | +0.6% | -4.2% |
| 30D | +5.8% | +4.7% | +1.1% | +5.2% |
| 3M | +14.9% | -3.7% | +18.6% | +15.2% |
| 6M | -0.4% | -1.2% | +0.8% | -0.8% |
| YTD | +18.5% | +2.4% | +16.1% | +17.4% |
| 1Y | +25.1% | +23.4% | +1.7% | +21.1% |
| 3Y | +105.9% | +96.7% | +9.2% | +84.1% |
| All | +142.4% | -30.9% | +173.4% | +140.4% |
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