+125.1%
IBM vs ELAN
-25.7%
+150.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.8% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | -1.5% | +8.4% | -9.8% | -3.0% |
| 3M | -16.8% | +1.2% | -18.0% | -17.4% |
| 6M | -9.0% | +2.6% | -11.6% | -10.7% |
| YTD | -20.1% | +5.9% | -26.0% | -22.0% |
| 1Y | -7.0% | +25.8% | -32.8% | -12.4% |
| 3Y | +72.4% | +106.8% | -34.4% | +39.4% |
| 5Y | +112.0% | -29.3% | +141.3% | +123.5% |
| All | +125.1% | -25.7% | +150.8% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling