-53.6%
BSX vs ELAN
+13.9%
-67.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.0% | +2.3% | +5.1% |
| 7D | +8.0% | +11.7% | -3.8% | +7.0% |
| 30D | +8.1% | +12.4% | -4.4% | +7.0% |
| 3M | -6.7% | -1.1% | -5.5% | -7.2% |
| 6M | -19.4% | +12.4% | -31.8% | -20.8% |
| YTD | -51.9% | +11.8% | -63.8% | -53.3% |
| 1Y | -53.6% | +12.5% | -66.1% | -55.0% |
| All | -53.6% | +13.9% | -67.5% | -55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling