-35.6%
ELAN vs BRKR
+66.3%
-102.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -5.4% | -8.7% | +3.2% | -2.2% |
| 30D | +4.7% | -9.9% | +14.6% | +8.4% |
| 3M | -3.7% | -3.1% | -0.6% | -5.3% |
| 6M | -1.2% | +45.5% | -46.7% | -18.0% |
| YTD | +2.4% | +13.7% | -11.3% | -7.5% |
| 1Y | +23.4% | +67.4% | -44.1% | -5.9% |
| 3Y | +96.7% | -13.2% | +109.9% | +84.3% |
| 5Y | -30.6% | -39.5% | +8.9% | -26.8% |
| All | -35.6% | +66.3% | -102.0% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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