+256.9%
BNY vs ELAN
-30.9%
+287.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.2% |
| 7D | -1.3% | -5.4% | +4.1% | -0.4% |
| 30D | -0.2% | +4.7% | -4.9% | -1.0% |
| 3M | +14.9% | -3.7% | +18.6% | +15.2% |
| 6M | +40.0% | -1.2% | +41.2% | +38.8% |
| YTD | +42.0% | +2.4% | +39.6% | +39.8% |
| 1Y | +56.9% | +23.4% | +33.5% | +49.0% |
| 3Y | +289.9% | +96.7% | +193.2% | +220.7% |
| All | +256.9% | -30.9% | +287.8% | +282.3% |
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 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