+36.4%
INFY vs ELAN
-28.2%
+64.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.2% |
| 7D | -5.4% | -5.4% | 0.0% | -4.4% |
| 30D | -9.9% | +4.7% | -14.6% | -10.7% |
| 3M | -4.6% | -3.7% | -0.9% | -4.3% |
| 6M | -18.5% | -1.2% | -17.3% | -19.2% |
| YTD | -36.5% | +2.4% | -38.9% | -37.6% |
| 1Y | -32.8% | +23.4% | -56.1% | -36.4% |
| 3Y | -32.2% | +96.7% | -128.9% | -44.8% |
| 5Y | -44.7% | -30.6% | -14.1% | -42.8% |
| All | +36.4% | -28.2% | +64.6% | +23.7% |
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