+152.5%
JPM vs ELAN
-30.9%
+183.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | -0.7% | -5.4% | +4.8% | +0.1% |
| 30D | -2.5% | +4.7% | -7.2% | -3.2% |
| 3M | +14.1% | -3.7% | +17.8% | +14.4% |
| 6M | +25.1% | -1.2% | +26.3% | +24.2% |
| YTD | +12.1% | +2.4% | +9.7% | +10.6% |
| 1Y | +18.8% | +23.4% | -4.6% | +13.7% |
| 3Y | +163.4% | +96.7% | +66.7% | +123.4% |
| All | +152.5% | -30.9% | +183.5% | +169.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling