+206.7%
AZN vs ELF
+334.6%
-128.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -1.4% |
| 7D | -1.5% | -1.2% | -0.3% | -1.4% |
| 30D | -0.9% | +5.9% | -6.8% | -1.2% |
| 3M | -11.8% | +99.5% | -111.4% | -14.9% |
| 6M | -17.6% | +26.5% | -44.1% | -18.8% |
| YTD | -12.0% | +37.2% | -49.2% | -13.8% |
| 1Y | -0.9% | -24.4% | +23.5% | -0.6% |
| 3Y | +23.7% | -23.3% | +47.0% | +20.7% |
| 5Y | +54.5% | +245.2% | -190.6% | +35.0% |
| All | +206.7% | +334.6% | -128.0% | +153.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling