+35.0%
ELV vs EXEL
+48.5%
-13.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.8% | +9.3% | +5.9% |
| 7D | +2.8% | -4.9% | +7.7% | +3.3% |
| 30D | +4.9% | +11.4% | -6.5% | +3.4% |
| 3M | +4.9% | +4.9% | 0.0% | +4.1% |
| 6M | +45.1% | +34.4% | +10.7% | +39.9% |
| YTD | +20.7% | +28.0% | -7.4% | +16.6% |
| 1Y | +35.0% | +43.6% | -8.6% | +31.9% |
| All | +35.0% | +48.5% | -13.5% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling