+13.3%
YUM vs ELAN
+3.3%
+10.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | +0.5% |
| 7D | +7.5% | +1.9% | +5.6% | +7.3% |
| 30D | +18.8% | +5.3% | +13.4% | +18.2% |
| 3M | +9.6% | -9.7% | +19.2% | +10.6% |
| 6M | +9.0% | +3.0% | +6.0% | +8.1% |
| YTD | +11.4% | +4.6% | +6.8% | +10.0% |
| 1Y | +13.3% | +9.6% | +3.7% | +11.1% |
| All | +13.3% | +3.3% | +10.1% | +11.1% |
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