-63.5%
BAX vs ELAN
-25.7%
-37.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -3.3% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -9.7% | +8.4% | -18.1% | -11.3% |
| 3M | +29.3% | +1.2% | +28.0% | +28.5% |
| 6M | +40.7% | +2.6% | +38.0% | +38.5% |
| YTD | +30.3% | +5.9% | +24.3% | +27.5% |
| 1Y | +3.4% | +25.8% | -22.4% | -2.5% |
| 3Y | -32.0% | +106.8% | -138.8% | -44.1% |
| 5Y | -66.9% | -29.3% | -37.6% | -67.8% |
| All | -63.5% | -25.7% | -37.8% | -66.4% |
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