-2.1%
ELV vs BAX
-18.0%
+15.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +0.4% | +4.1% | -3.7% | -0.6% |
| 3M | +8.4% | -4.5% | +12.9% | +9.1% |
| 6M | +8.4% | +49.2% | -40.8% | -1.6% |
| YTD | +24.4% | +35.2% | -10.9% | +13.8% |
| 1Y | +33.5% | +38.3% | -4.8% | +21.3% |
| 3Y | -2.1% | -19.0% | +17.0% | +3.4% |
| All | -2.1% | -18.0% | +15.9% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling