+155.6%
AZN vs ELAN
-28.2%
+183.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | +0.2% |
| 7D | -1.6% | -5.4% | +3.9% | -0.8% |
| 30D | +1.1% | +4.7% | -3.6% | +0.4% |
| 3M | -12.1% | -3.7% | -8.5% | -11.9% |
| 6M | -17.1% | -1.2% | -15.9% | -17.5% |
| YTD | -12.0% | +2.4% | -14.4% | -12.8% |
| 1Y | -0.2% | +23.4% | -23.6% | -3.5% |
| 3Y | +26.8% | +96.7% | -69.9% | +12.3% |
| 5Y | +56.9% | -30.6% | +87.5% | +60.9% |
| All | +155.6% | -28.2% | +183.7% | +148.6% |
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