+22.7%
NXPI vs ELAN
+99.1%
-76.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.1% | +4.1% |
| 7D | +3.9% | -5.4% | +9.3% | +5.5% |
| 30D | +1.4% | +4.7% | -3.3% | -0.1% |
| 3M | -21.5% | -3.7% | -17.9% | -21.3% |
| 6M | +19.4% | -1.2% | +20.6% | +17.8% |
| YTD | +9.9% | +2.4% | +7.6% | +7.4% |
| 1Y | +7.9% | +23.4% | -15.5% | -0.9% |
| 3Y | +22.7% | +96.7% | -74.0% | -13.1% |
| All | +22.7% | +99.1% | -76.4% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling