-28.0%
DHR vs ELAN
-30.9%
+2.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -3.6% | -5.4% | +1.8% | -2.4% |
| 30D | -2.7% | +4.7% | -7.4% | -3.8% |
| 3M | +10.9% | -3.7% | +14.6% | +11.3% |
| 6M | +3.0% | -1.2% | +4.2% | +1.9% |
| YTD | -12.2% | +2.4% | -14.6% | -14.0% |
| 1Y | +3.3% | +23.4% | -20.1% | -3.4% |
| 3Y | -8.2% | +96.7% | -104.9% | -27.8% |
| All | -28.0% | -30.9% | +2.9% | -31.6% |
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