+73.0%
IBM vs ELAN
+96.4%
-23.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.5% | -2.2% |
| 7D | -0.3% | -6.4% | +6.1% | +0.3% |
| 30D | -1.8% | +0.6% | -2.4% | -2.0% |
| 3M | -13.5% | 0.0% | -13.4% | -13.8% |
| 6M | -5.1% | -3.4% | -1.7% | -5.5% |
| YTD | -19.4% | +1.0% | -20.4% | -20.1% |
| 1Y | -6.5% | +24.7% | -31.2% | -9.4% |
| All | +73.0% | +96.4% | -23.4% | +51.7% |
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 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