+2,385.0%
ELV vs EXEL
+357.7%
+2,027.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | -0.3% | +1.4% | -1.6% | -0.4% |
| 30D | +2.0% | +6.7% | -4.7% | +1.2% |
| 3M | -3.5% | +11.5% | -14.9% | -4.8% |
| 6M | +40.2% | +38.8% | +1.4% | +34.6% |
| YTD | +15.8% | +31.6% | -15.7% | +11.8% |
| 1Y | +33.2% | +53.0% | -19.8% | +25.9% |
| 3Y | -6.2% | +160.8% | -167.1% | -18.1% |
| 5Y | +16.4% | +190.1% | -173.7% | -0.6% |
| 10Y | +259.8% | +367.0% | -107.2% | +177.0% |
| All | +2,385.0% | +357.7% | +2,027.3% | +1,296.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling