+38.1%
BNY vs ELAN
+3.3%
+34.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.4% | +3.0% | -2.7% |
| 7D | -1.3% | +1.9% | -3.2% | -1.4% |
| 30D | +3.1% | +5.3% | -2.3% | +2.6% |
| 3M | -6.7% | -9.7% | +3.0% | -5.8% |
| 6M | +12.4% | +3.0% | +9.4% | +11.5% |
| YTD | +29.3% | +4.6% | +24.7% | +29.3% |
| 1Y | +38.1% | +9.6% | +28.5% | +37.8% |
| All | +38.1% | +3.3% | +34.8% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling