-2.9%
IBM vs ELAN
+25.6%
-28.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.8% |
| 7D | +3.6% | -5.4% | +9.0% | +4.1% |
| 30D | +3.1% | +4.7% | -1.6% | +2.6% |
| 3M | -10.8% | -3.7% | -7.2% | -10.9% |
| 6M | -0.8% | -1.2% | +0.4% | -2.5% |
| YTD | -16.2% | +2.4% | -18.6% | -18.2% |
| 1Y | -2.9% | +23.4% | -26.3% | -11.1% |
| All | -2.9% | +25.6% | -28.5% | -11.1% |
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