+149.6%
GOOGL vs ELAN
+99.1%
+50.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.6% |
| 7D | 0.0% | -5.4% | +5.4% | +0.6% |
| 30D | -1.4% | +4.7% | -6.1% | -1.9% |
| 3M | -5.3% | -3.7% | -1.7% | -5.1% |
| 6M | +9.8% | -1.2% | +11.0% | +9.4% |
| YTD | +8.4% | +2.4% | +6.0% | +7.5% |
| 1Y | +41.2% | +23.4% | +17.8% | +38.1% |
| 3Y | +149.6% | +96.7% | +52.9% | +120.4% |
| All | +149.6% | +99.1% | +50.5% | +120.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling