-54.0%
ILMN vs ELAN
-29.8%
-24.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.3% |
| 7D | -3.9% | -4.6% | +0.7% | -2.5% |
| 30D | +6.9% | +5.7% | +1.2% | +5.0% |
| 3M | +28.1% | -3.9% | +32.0% | +29.1% |
| 6M | +65.0% | -1.6% | +66.6% | +63.7% |
| YTD | +56.3% | +4.1% | +52.2% | +51.8% |
| 1Y | +108.7% | +25.5% | +83.2% | +89.8% |
| 3Y | +33.1% | +103.2% | -70.1% | -4.9% |
| All | -54.0% | -29.8% | -24.2% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling