-2.1%
ELV vs EXEL
+230.5%
-232.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +1.0% | -0.8% | +1.8% | +1.0% |
| 30D | +0.4% | +13.1% | -12.8% | -0.7% |
| 3M | +8.4% | +36.3% | -28.0% | +5.5% |
| 6M | +8.4% | +34.5% | -26.1% | +5.6% |
| YTD | +24.4% | +57.4% | -33.1% | +19.6% |
| 1Y | +33.5% | +62.9% | -29.4% | +28.1% |
| 3Y | -2.1% | +229.5% | -231.6% | -13.4% |
| All | -2.1% | +230.5% | -232.5% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling