+155.0%
INTC vs ELAN
-28.2%
+183.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.3% | +2.2% |
| 7D | +7.5% | -5.4% | +12.9% | +9.3% |
| 30D | +2.0% | +4.7% | -2.7% | +0.2% |
| 3M | -12.0% | -3.7% | -8.3% | -11.7% |
| 6M | +114.5% | -1.2% | +115.7% | +112.1% |
| YTD | +179.0% | +2.4% | +176.6% | +172.6% |
| 1Y | +318.3% | +23.4% | +294.9% | +285.1% |
| 3Y | +171.2% | +96.7% | +74.5% | +102.3% |
| 5Y | +107.6% | -30.6% | +138.2% | +109.4% |
| All | +155.0% | -28.2% | +183.2% | +130.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling