+107.9%
ILMN vs ELAN
+25.6%
+82.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.2% |
| 7D | -5.4% | -5.4% | 0.0% | -4.1% |
| 30D | +7.0% | +4.7% | +2.3% | +5.9% |
| 3M | +24.2% | -3.7% | +27.9% | +25.2% |
| 6M | +69.9% | -1.2% | +71.1% | +70.0% |
| YTD | +57.4% | +2.4% | +55.0% | +57.7% |
| 1Y | +107.9% | +23.4% | +84.5% | +76.6% |
| All | +107.9% | +25.6% | +82.3% | +76.6% |
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