-62.0%
ALNY vs ELV
+42.6%
-104.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | +0.1% |
| 7D | -30.7% | +4.8% | -35.5% | -31.2% |
| 30D | -26.7% | +10.1% | -36.8% | -27.9% |
| 3M | -26.4% | +15.4% | -41.8% | -28.2% |
| 6M | -45.9% | +17.7% | -63.7% | -47.5% |
| YTD | -59.5% | +25.7% | -85.2% | -61.5% |
| 1Y | -62.0% | +39.9% | -101.8% | -64.2% |
| All | -62.0% | +42.6% | -104.6% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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