+14.0%
BSX vs ELAN
-29.1%
+43.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.6% |
| 7D | -8.2% | -6.4% | -1.8% | -7.0% |
| 30D | -15.8% | +0.6% | -16.4% | -15.9% |
| 3M | -10.8% | 0.0% | -10.8% | -11.2% |
| 6M | -38.4% | -3.4% | -35.0% | -38.8% |
| YTD | -54.8% | +1.0% | -55.8% | -55.6% |
| 1Y | -59.0% | +24.7% | -83.8% | -61.6% |
| 3Y | -20.0% | +97.2% | -117.2% | -36.6% |
| 5Y | -3.1% | -31.5% | +28.5% | +5.2% |
| All | +14.0% | -29.1% | +43.1% | +9.1% |
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