-35.6%
ELAN vs BDX
+1.0%
-36.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +0.9% |
| 7D | -5.4% | -3.2% | -2.3% | -3.9% |
| 30D | +4.7% | -2.5% | +7.2% | +6.1% |
| 3M | -3.7% | +21.4% | -25.1% | -13.2% |
| 6M | -1.2% | +10.4% | -11.6% | -6.6% |
| YTD | +2.4% | +18.8% | -16.5% | -7.1% |
| 1Y | +23.4% | +21.7% | +1.7% | +10.5% |
| 3Y | +96.7% | -10.0% | +106.6% | +99.4% |
| 5Y | -30.6% | -1.8% | -28.8% | -33.1% |
| All | -35.6% | +1.0% | -36.6% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling