-67.4%
BAX vs ELAN
-30.9%
-36.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -2.9% | -1.9% |
| 7D | -7.9% | -5.4% | -2.4% | -6.7% |
| 30D | -11.7% | +4.7% | -16.4% | -12.6% |
| 3M | +16.2% | -3.7% | +19.9% | +16.7% |
| 6M | +32.0% | -1.2% | +33.2% | +30.9% |
| YTD | +24.7% | +2.4% | +22.3% | +22.7% |
| 1Y | -2.6% | +23.4% | -26.0% | -8.1% |
| 3Y | -35.0% | +96.7% | -131.7% | -46.7% |
| All | -67.4% | -30.9% | -36.5% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling