+161.2%
ALNY vs ELAN
-28.2%
+189.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | -6.5% | -5.4% | -1.1% | -5.5% |
| 30D | +11.0% | +4.7% | +6.3% | +10.1% |
| 3M | -14.1% | -3.7% | -10.4% | -13.6% |
| 6M | -22.4% | -1.2% | -21.2% | -22.9% |
| YTD | -37.5% | +2.4% | -39.8% | -38.4% |
| 1Y | -46.9% | +23.4% | -70.3% | -49.9% |
| 3Y | +22.1% | +96.7% | -74.6% | -2.3% |
| 5Y | +31.2% | -30.6% | +61.8% | +31.2% |
| All | +161.2% | -28.2% | +189.3% | +143.1% |
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