+35.0%
ELV vs BAX
-0.4%
+35.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +5.9% |
| 7D | +2.8% | -7.9% | +10.6% | +4.1% |
| 30D | +4.9% | -11.7% | +16.6% | +7.0% |
| 3M | +4.9% | +16.2% | -11.3% | +1.2% |
| 6M | +45.1% | +32.0% | +13.1% | +35.2% |
| YTD | +20.7% | +24.7% | -4.0% | +10.6% |
| 1Y | +35.0% | -2.6% | +37.7% | +37.0% |
| All | +35.0% | -0.4% | +35.4% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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