+73.7%
ABT vs ELAN
-29.1%
+102.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.2% | -1.3% |
| 7D | -5.0% | -6.4% | +1.4% | -4.1% |
| 30D | -5.8% | +0.6% | -6.4% | -5.9% |
| 3M | +16.7% | 0.0% | +16.8% | +16.4% |
| 6M | -5.2% | -3.4% | -1.8% | -5.6% |
| YTD | -16.0% | +1.0% | -17.0% | -17.0% |
| 1Y | -18.3% | +24.7% | -43.0% | -22.1% |
| 3Y | +9.2% | +97.2% | -88.0% | -8.4% |
| 5Y | -11.6% | -31.5% | +20.0% | -7.9% |
| All | +73.7% | -29.1% | +102.8% | +69.0% |
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