+927.9%
CSCO vs ELV
+2,444.2%
-1,516.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | -0.7% | +3.3% | -4.0% | -1.6% |
| 30D | -10.1% | +4.2% | -14.3% | -11.2% |
| 3M | -15.7% | -0.1% | -15.6% | -16.1% |
| 6M | +36.3% | +41.3% | -5.0% | +22.1% |
| YTD | +43.8% | +17.4% | +26.4% | +34.7% |
| 1Y | +63.9% | +35.1% | +28.9% | +46.5% |
| 3Y | +104.4% | -3.2% | +107.6% | +96.0% |
| 5Y | +111.4% | +15.6% | +95.7% | +88.4% |
| 10Y | +361.7% | +276.8% | +84.9% | +169.7% |
| All | +927.9% | +2,444.2% | -1,516.4% | +251.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling