+2,419.4%
ELV vs RGEN
+6,912.6%
-4,493.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | +3.3% | -4.9% | +8.2% | +3.8% |
| 30D | +4.2% | +5.7% | -1.5% | +3.5% |
| 3M | -0.1% | +32.4% | -32.5% | -3.1% |
| 6M | +41.3% | +33.2% | +8.1% | +36.2% |
| YTD | +17.4% | +2.3% | +15.2% | +16.2% |
| 1Y | +35.1% | +39.0% | -3.9% | +29.4% |
| 3Y | -3.2% | -4.6% | +1.4% | -6.2% |
| 5Y | +15.6% | -42.7% | +58.3% | +14.9% |
| 10Y | +276.8% | +433.6% | -156.8% | +193.4% |
| All | +2,419.4% | +6,912.6% | -4,493.2% | +1,316.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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