+57.2%
AZN vs ELF
+213.8%
-156.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +1.9% |
| 7D | -3.1% | -10.8% | +7.7% | -2.7% |
| 30D | +0.6% | +0.8% | -0.2% | +0.5% |
| 3M | -10.8% | +64.8% | -75.6% | -12.9% |
| 6M | -18.1% | +19.0% | -37.1% | -18.9% |
| YTD | -12.3% | +25.9% | -38.2% | -13.5% |
| 1Y | -0.2% | -28.8% | +28.6% | +0.4% |
| 3Y | +23.4% | -29.6% | +53.0% | +19.7% |
| All | +57.2% | +213.8% | -156.6% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling