+272.1%
ELV vs EXEL
+375.2%
-103.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.8% | +9.3% | +6.1% |
| 7D | +2.8% | -4.9% | +7.7% | +3.5% |
| 30D | +4.9% | +11.4% | -6.5% | +3.1% |
| 3M | +4.9% | +4.9% | 0.0% | +3.9% |
| 6M | +45.1% | +34.4% | +10.7% | +38.0% |
| YTD | +20.7% | +28.0% | -7.4% | +15.5% |
| 1Y | +35.0% | +43.6% | -8.6% | +26.5% |
| 3Y | -2.4% | +155.2% | -157.6% | -19.0% |
| 5Y | +25.5% | +181.2% | -155.7% | +0.7% |
| All | +272.1% | +375.2% | -103.1% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling