+270.4%
JPM vs ELAN
-29.1%
+299.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.4% |
| 7D | -2.3% | -6.4% | +4.0% | -0.8% |
| 30D | -2.3% | +0.6% | -2.9% | -2.6% |
| 3M | +14.9% | 0.0% | +14.9% | +14.1% |
| 6M | +23.6% | -3.4% | +27.1% | +22.7% |
| YTD | +11.3% | +1.0% | +10.3% | +8.9% |
| 1Y | +19.9% | +24.7% | -4.8% | +10.9% |
| 3Y | +162.6% | +97.2% | +65.3% | +98.0% |
| 5Y | +154.6% | -31.5% | +186.1% | +176.2% |
| All | +270.4% | -29.1% | +299.5% | +235.7% |
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