+18.9%
ELV vs EXEL
+197.1%
-178.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | -0.2% | +10.1% | -10.3% | -1.3% |
| 3M | -6.1% | +10.1% | -16.2% | -7.2% |
| 6M | +42.8% | +37.7% | +5.2% | +37.7% |
| YTD | +14.4% | +33.1% | -18.7% | +10.6% |
| 1Y | +28.6% | +52.4% | -23.8% | +22.5% |
| 3Y | -7.4% | +163.8% | -171.2% | -19.5% |
| All | +18.9% | +197.1% | -178.2% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling