+49.0%
REGN vs ELAN
+13.9%
+35.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.4% | -4.9% |
| 7D | +14.4% | +11.7% | +2.7% | +12.2% |
| 30D | +28.1% | +12.4% | +15.7% | +25.4% |
| 3M | +22.5% | -1.1% | +23.6% | +22.4% |
| 6M | +31.6% | +12.4% | +19.1% | +27.5% |
| YTD | +21.0% | +11.8% | +9.2% | +17.1% |
| 1Y | +49.0% | +12.5% | +36.5% | +42.5% |
| All | +49.0% | +13.9% | +35.1% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling