+96.7%
ELAN vs BDX
-10.0%
+106.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.0% |
| 7D | -5.4% | -3.2% | -2.3% | -3.9% |
| 30D | +4.7% | -2.5% | +7.2% | +6.0% |
| 3M | -3.7% | +21.4% | -25.1% | -13.0% |
| 6M | -1.2% | +10.4% | -11.6% | -6.2% |
| YTD | +2.4% | +18.8% | -16.5% | -6.7% |
| 1Y | +23.4% | +21.7% | +1.7% | +10.8% |
| 3Y | +96.7% | -10.0% | +106.6% | +84.0% |
| All | +96.7% | -10.0% | +106.7% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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