+13.6%
BSX vs ELAN
-28.2%
+41.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.5% |
| 7D | -10.1% | -5.4% | -4.7% | -9.1% |
| 30D | -16.4% | +4.7% | -21.1% | -17.1% |
| 3M | -8.9% | -3.7% | -5.2% | -8.6% |
| 6M | -38.3% | -1.2% | -37.1% | -39.0% |
| YTD | -54.9% | +2.4% | -57.3% | -55.9% |
| 1Y | -58.8% | +23.4% | -82.2% | -61.3% |
| 3Y | -21.2% | +96.7% | -117.9% | -37.5% |
| 5Y | -3.3% | -30.6% | +27.3% | +4.7% |
| All | +13.6% | -28.2% | +41.8% | +8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling