+18.9%
ELV vs BAX
-67.2%
+86.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.9% |
| 7D | -2.2% | -5.1% | +2.9% | -1.1% |
| 30D | -0.2% | -12.2% | +12.0% | +2.5% |
| 3M | -6.1% | +21.8% | -27.9% | -10.7% |
| 6M | +42.8% | +36.3% | +6.5% | +31.8% |
| YTD | +14.4% | +27.8% | -13.4% | +6.2% |
| 1Y | +28.6% | -0.1% | +28.7% | +26.1% |
| 3Y | -7.4% | -33.3% | +25.9% | -2.9% |
| All | +18.9% | -67.2% | +86.1% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling