-2.0%
ELV vs BAX
-35.4%
+33.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | +3.2% | -7.9% | +11.1% | +4.8% |
| 30D | +5.4% | -11.7% | +17.0% | +7.8% |
| 3M | +5.4% | +16.2% | -10.8% | +1.5% |
| 6M | +45.7% | +32.0% | +13.7% | +36.0% |
| YTD | +21.2% | +24.7% | -3.5% | +13.4% |
| 1Y | +35.6% | -2.6% | +38.2% | +33.6% |
| 3Y | -2.0% | -35.0% | +33.0% | +0.2% |
| All | -2.0% | -35.4% | +33.4% | +0.2% |
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