+20.0%
YUM vs ELAN
-30.9%
+51.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.3% |
| 7D | -6.1% | -5.4% | -0.6% | -5.5% |
| 30D | -5.8% | +4.7% | -10.5% | -6.4% |
| 3M | -7.6% | -3.7% | -4.0% | -7.4% |
| 6M | -9.1% | -1.2% | -8.0% | -9.7% |
| YTD | -5.5% | +2.4% | -7.9% | -6.6% |
| 1Y | -3.7% | +23.4% | -27.1% | -7.1% |
| 3Y | +17.8% | +96.7% | -78.9% | +2.7% |
| All | +20.0% | -30.9% | +51.0% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling