+22.2%
ELV vs BDX
-2.2%
+24.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +3.2% | -3.2% | +6.4% | +4.3% |
| 30D | +5.4% | -2.5% | +7.9% | +6.2% |
| 3M | +5.4% | +21.4% | -16.1% | -2.5% |
| 6M | +45.7% | +10.4% | +35.3% | +39.7% |
| YTD | +21.2% | +18.8% | +2.4% | +12.4% |
| 1Y | +35.6% | +21.7% | +13.9% | +24.6% |
| 3Y | -2.0% | -10.0% | +7.9% | +0.2% |
| All | +22.2% | -2.2% | +24.4% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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