+170.6%
NXPI vs ELAN
-25.7%
+196.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -0.9% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | -6.6% | +8.4% | -15.0% | -9.6% |
| 3M | -25.4% | +1.2% | -26.6% | -26.5% |
| 6M | +11.9% | +2.6% | +9.3% | +8.4% |
| YTD | +4.0% | +5.9% | -1.9% | -0.6% |
| 1Y | +1.0% | +25.8% | -24.8% | -10.4% |
| 3Y | +16.3% | +106.8% | -90.5% | -23.0% |
| 5Y | +17.7% | -29.3% | +47.0% | +23.3% |
| All | +170.6% | -25.7% | +196.3% | +134.0% |
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