+171.6%
BKR vs ELAN
-30.9%
+202.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.8% |
| 7D | -7.0% | -5.4% | -1.6% | -6.1% |
| 30D | -8.1% | +4.7% | -12.8% | -8.8% |
| 3M | -6.6% | -3.7% | -3.0% | -6.3% |
| 6M | +0.9% | -1.2% | +2.1% | +0.1% |
| YTD | +31.1% | +2.4% | +28.7% | +29.3% |
| 1Y | +27.7% | +23.4% | +4.3% | +21.7% |
| 3Y | +71.2% | +96.7% | -25.5% | +43.9% |
| All | +171.6% | -30.9% | +202.5% | +134.8% |
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 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