+206.9%
AZN vs ELF
+303.8%
-96.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.3% |
| 7D | -1.6% | -11.6% | +10.1% | -1.0% |
| 30D | +1.1% | +4.6% | -3.6% | +0.8% |
| 3M | -12.1% | +59.7% | -71.8% | -14.3% |
| 6M | -17.1% | +21.2% | -38.4% | -18.2% |
| YTD | -12.0% | +27.4% | -39.4% | -13.4% |
| 1Y | -0.2% | -29.8% | +29.6% | +0.4% |
| 3Y | +26.8% | -28.5% | +55.2% | +24.1% |
| 5Y | +56.9% | +220.0% | -163.2% | +37.5% |
| All | +206.9% | +303.8% | -96.9% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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