+20.5%
BMY vs ELAN
+99.1%
-78.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.3% |
| 7D | -4.8% | -5.4% | +0.7% | -4.2% |
| 30D | -0.1% | +4.7% | -4.8% | -0.6% |
| 3M | +13.1% | -3.7% | +16.8% | +13.3% |
| 6M | +8.4% | -1.2% | +9.6% | +7.8% |
| YTD | +22.0% | +2.4% | +19.6% | +20.7% |
| 1Y | +40.3% | +23.4% | +16.9% | +35.9% |
| 3Y | +20.5% | +96.7% | -76.2% | +8.1% |
| All | +20.5% | +99.1% | -78.5% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling