+83.5%
YUM vs ELAN
-28.2%
+111.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.3% |
| 7D | -6.1% | -5.4% | -0.6% | -5.2% |
| 30D | -5.8% | +4.7% | -10.5% | -6.7% |
| 3M | -7.6% | -3.7% | -4.0% | -7.4% |
| 6M | -9.1% | -1.2% | -8.0% | -9.9% |
| YTD | -5.5% | +2.4% | -7.9% | -7.1% |
| 1Y | -3.7% | +23.4% | -27.1% | -8.7% |
| 3Y | +17.8% | +96.7% | -78.9% | -2.9% |
| 5Y | +19.3% | -30.6% | +49.9% | +25.9% |
| All | +83.5% | -28.2% | +111.7% | +67.8% |
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