-37.0%
ILMN vs ELAN
-24.0%
-13.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +1.2% | +1.6% | -0.4% | +0.7% |
| 30D | +9.2% | -6.6% | +15.7% | +11.2% |
| 3M | +29.8% | -0.8% | +30.7% | +29.6% |
| 6M | +69.2% | +0.2% | +69.0% | +66.9% |
| YTD | +66.4% | +8.3% | +58.1% | +59.6% |
| 1Y | +123.4% | +40.2% | +83.2% | +96.2% |
| 3Y | +33.2% | +97.7% | -64.6% | -2.3% |
| 5Y | -52.0% | -28.3% | -23.7% | -51.3% |
| All | -37.0% | -24.0% | -13.0% | -42.0% |
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