+889.8%
NVDA vs ELAN
-30.9%
+920.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.4% |
| 7D | -5.1% | -5.4% | +0.3% | -3.5% |
| 30D | -2.5% | +4.7% | -7.2% | -4.1% |
| 3M | +6.7% | -3.7% | +10.3% | +7.0% |
| 6M | +17.6% | -1.2% | +18.8% | +15.5% |
| YTD | +17.3% | +2.4% | +14.9% | +13.4% |
| 1Y | +23.5% | +23.4% | +0.1% | +11.6% |
| 3Y | +384.6% | +96.7% | +287.9% | +233.0% |
| All | +889.8% | -30.9% | +920.7% | +1,227.9% |
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