+22.2%
ELV vs DGX
+66.8%
-44.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | +3.2% | -0.9% | +4.1% | +3.4% |
| 30D | +5.4% | -1.2% | +6.5% | +5.6% |
| 3M | +5.4% | +15.8% | -10.4% | +0.6% |
| 6M | +45.7% | +18.2% | +27.5% | +38.0% |
| YTD | +21.2% | +37.2% | -16.0% | +8.7% |
| 1Y | +35.6% | +30.4% | +5.3% | +23.5% |
| 3Y | -2.0% | +96.7% | -98.7% | -24.6% |
| All | +22.2% | +66.8% | -44.6% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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