+71.3%
ABT vs ELAN
-28.2%
+99.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.7% | -1.6% |
| 7D | -5.9% | -5.4% | -0.5% | -5.1% |
| 30D | -8.1% | +4.7% | -12.8% | -8.7% |
| 3M | +14.5% | -3.7% | +18.2% | +14.8% |
| 6M | -6.3% | -1.2% | -5.1% | -7.0% |
| YTD | -17.1% | +2.4% | -19.5% | -18.3% |
| 1Y | -21.4% | +23.4% | -44.7% | -24.9% |
| 3Y | +5.9% | +96.7% | -90.8% | -11.0% |
| 5Y | -12.8% | -30.6% | +17.8% | -9.3% |
| All | +71.3% | -28.2% | +99.5% | +66.4% |
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