+69.6%
SYK vs ELAN
-29.1%
+98.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -1.2% |
| 7D | -12.3% | -6.4% | -5.9% | -10.9% |
| 30D | -22.4% | +0.6% | -23.0% | -22.6% |
| 3M | -12.3% | 0.0% | -12.3% | -12.7% |
| 6M | -24.3% | -3.4% | -20.9% | -24.9% |
| YTD | -22.8% | +1.0% | -23.8% | -24.5% |
| 1Y | -28.8% | +24.7% | -53.5% | -34.3% |
| 3Y | -4.0% | +97.2% | -101.2% | -28.1% |
| 5Y | +3.8% | -31.5% | +35.4% | +11.8% |
| All | +69.6% | -29.1% | +98.7% | +54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling