-35.6%
ELAN vs SNY
+36.0%
-71.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.3% |
| 7D | -5.4% | -3.3% | -2.1% | -4.2% |
| 30D | +4.7% | -2.2% | +6.9% | +5.6% |
| 3M | -3.7% | -3.0% | -0.6% | -2.7% |
| 6M | -1.2% | +2.7% | -3.9% | -2.1% |
| YTD | +2.4% | -6.8% | +9.2% | +4.9% |
| 1Y | +23.4% | -5.3% | +28.6% | +25.5% |
| 3Y | +96.7% | -9.8% | +106.5% | +99.0% |
| 5Y | -30.6% | +9.7% | -40.3% | -36.9% |
| All | -35.6% | +36.0% | -71.7% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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