+279.5%
ABBV vs ELAN
-27.0%
+306.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.1% |
| 7D | -4.1% | -4.6% | +0.4% | -3.6% |
| 30D | +1.2% | +5.7% | -4.5% | +0.5% |
| 3M | +12.1% | -3.9% | +16.0% | +12.4% |
| 6M | +12.0% | -1.6% | +13.7% | +11.4% |
| YTD | +12.4% | +4.1% | +8.3% | +10.8% |
| 1Y | +22.9% | +25.5% | -2.6% | +17.9% |
| 3Y | +86.8% | +103.2% | -16.4% | +61.6% |
| 5Y | +181.0% | -29.8% | +210.8% | +191.7% |
| All | +279.5% | -27.0% | +306.5% | +264.1% |
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 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