+170.5%
MRK vs ELAN
-28.2%
+198.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.7% |
| 7D | -4.3% | -5.4% | +1.2% | -3.6% |
| 30D | +8.3% | +4.7% | +3.6% | +7.7% |
| 3M | +20.0% | -3.7% | +23.7% | +20.4% |
| 6M | +25.7% | -1.2% | +26.9% | +25.1% |
| YTD | +38.7% | +2.4% | +36.4% | +37.3% |
| 1Y | +74.7% | +23.4% | +51.3% | +68.8% |
| 3Y | +45.4% | +96.7% | -51.3% | +28.5% |
| 5Y | +129.0% | -30.6% | +159.6% | +140.3% |
| All | +170.5% | -28.2% | +198.6% | +160.2% |
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