+39.1%
BMY vs ELAN
-29.1%
+68.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.6% |
| 7D | -6.4% | -6.4% | 0.0% | -5.5% |
| 30D | +0.2% | +0.6% | -0.4% | +0.1% |
| 3M | +16.0% | 0.0% | +16.0% | +15.6% |
| 6M | +8.3% | -3.4% | +11.7% | +7.9% |
| YTD | +22.2% | +1.0% | +21.2% | +20.7% |
| 1Y | +41.7% | +24.7% | +17.0% | +35.4% |
| 3Y | +20.7% | +97.2% | -76.5% | +3.8% |
| 5Y | +23.9% | -31.5% | +55.4% | +29.3% |
| All | +39.1% | -29.1% | +68.3% | +38.4% |
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