-40.3%
ILMN vs ELAN
-17.0%
-23.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -2.9% | +4.0% | -6.9% | -4.1% |
| 30D | -23.8% | +18.8% | -42.6% | -27.9% |
| 3M | +7.5% | +19.0% | -11.5% | +1.6% |
| 6M | +42.8% | +22.8% | +19.9% | +32.9% |
| YTD | +57.8% | +18.3% | +39.5% | +47.0% |
| 1Y | +72.6% | +21.8% | +50.8% | +59.0% |
| 3Y | +129.3% | +153.8% | -24.5% | +55.6% |
| 5Y | -44.5% | -18.9% | -25.6% | -45.9% |
| All | -40.3% | -17.0% | -23.3% | -46.6% |
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 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