+140.1%
GOOGL vs ELAN
-30.9%
+171.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.5% |
| 7D | 0.0% | -5.4% | +5.4% | +1.1% |
| 30D | -1.4% | +4.7% | -6.1% | -2.3% |
| 3M | -5.3% | -3.7% | -1.7% | -5.0% |
| 6M | +9.8% | -1.2% | +11.0% | +9.0% |
| YTD | +8.4% | +2.4% | +6.0% | +6.6% |
| 1Y | +41.2% | +23.4% | +17.8% | +34.0% |
| 3Y | +149.6% | +96.7% | +52.9% | +101.2% |
| All | +140.1% | -30.9% | +171.0% | +175.7% |
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 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