+2,353.8%
ELV vs BDX
+890.9%
+1,462.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.2% | -1.7% |
| 7D | -2.2% | -3.6% | +1.3% | -0.4% |
| 30D | -0.2% | +0.7% | -0.9% | -0.6% |
| 3M | -6.1% | +19.0% | -25.1% | -14.6% |
| 6M | +42.8% | +10.8% | +32.0% | +34.1% |
| YTD | +14.4% | +20.1% | -5.8% | +2.6% |
| 1Y | +28.6% | +23.1% | +5.5% | +14.0% |
| 3Y | -7.4% | -8.8% | +1.4% | -6.9% |
| 5Y | +14.5% | -1.4% | +15.9% | +8.9% |
| 10Y | +257.4% | +60.5% | +196.9% | +158.7% |
| All | +2,353.8% | +890.9% | +1,462.9% | +633.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling