-40.4%
ILMN vs ELAN
-28.2%
-12.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.2% |
| 7D | -5.4% | -5.4% | 0.0% | -3.7% |
| 30D | +7.0% | +4.7% | +2.3% | +5.5% |
| 3M | +24.2% | -3.7% | +27.9% | +25.3% |
| 6M | +69.9% | -1.2% | +71.1% | +68.4% |
| YTD | +57.4% | +2.4% | +55.0% | +53.7% |
| 1Y | +107.9% | +23.4% | +84.5% | +90.2% |
| 3Y | +37.1% | +96.7% | -59.5% | +0.6% |
| 5Y | -53.7% | -30.6% | -23.1% | -52.6% |
| All | -40.4% | -28.2% | -12.3% | -44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling