+223.1%
BMNR vs ELAN
+71.8%
+151.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +2.1% | +3.1% |
| 7D | +0.2% | -5.4% | +5.7% | +1.6% |
| 30D | +39.9% | +4.7% | +35.2% | +38.2% |
| 3M | +51.5% | -3.7% | +55.2% | +52.4% |
| 6M | +18.9% | -1.2% | +20.1% | +19.7% |
| YTD | -7.8% | +2.4% | -10.2% | -5.4% |
| 1Y | -47.6% | +23.4% | -71.0% | -41.6% |
| All | +223.1% | +71.8% | +151.3% | +542.3% |
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