+2,353.8%
ELV vs DGX
+863.3%
+1,490.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | -2.2% | -2.2% | 0.0% | -1.2% |
| 30D | -0.2% | -0.9% | +0.7% | +0.2% |
| 3M | -6.1% | +15.6% | -21.7% | -12.6% |
| 6M | +42.8% | +17.8% | +25.0% | +31.3% |
| YTD | +14.4% | +37.5% | -23.1% | -2.8% |
| 1Y | +28.6% | +31.2% | -2.5% | +11.4% |
| 3Y | -7.4% | +96.6% | -104.0% | -35.1% |
| 5Y | +14.5% | +64.9% | -50.5% | -14.1% |
| 10Y | +257.4% | +254.6% | +2.8% | +80.0% |
| All | +2,353.8% | +863.3% | +1,490.5% | +670.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling