+288.9%
ABBV vs ELAN
-28.2%
+317.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.7% |
| 7D | +0.3% | -5.4% | +5.7% | +0.9% |
| 30D | +3.4% | +4.7% | -1.3% | +2.7% |
| 3M | +15.2% | -3.7% | +18.9% | +15.5% |
| 6M | +14.7% | -1.2% | +15.9% | +14.0% |
| YTD | +15.2% | +2.4% | +12.8% | +13.7% |
| 1Y | +20.4% | +23.4% | -3.0% | +15.7% |
| 3Y | +91.3% | +96.7% | -5.3% | +66.3% |
| 5Y | +189.6% | -30.6% | +220.2% | +200.8% |
| All | +288.9% | -28.2% | +317.1% | +273.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling