+148.5%
INTC vs ELAN
-29.1%
+177.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.6% | -4.7% |
| 7D | +9.4% | -6.4% | +15.8% | +11.7% |
| 30D | +2.7% | +0.6% | +2.1% | +2.1% |
| 3M | -6.3% | 0.0% | -6.2% | -7.0% |
| 6M | +114.5% | -3.4% | +117.9% | +113.5% |
| YTD | +171.9% | +1.0% | +170.9% | +166.8% |
| 1Y | +305.0% | +24.7% | +280.3% | +271.6% |
| 3Y | +168.3% | +97.2% | +71.1% | +99.9% |
| 5Y | +102.3% | -31.5% | +133.8% | +104.9% |
| All | +148.5% | -29.1% | +177.6% | +125.4% |
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 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