+1,555.1%
ELV vs SNY
+241.9%
+1,313.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.2% | -3.3% | +6.5% | +4.6% |
| 30D | +5.4% | -2.2% | +7.5% | +6.2% |
| 3M | +5.4% | -3.0% | +8.4% | +6.3% |
| 6M | +45.7% | +2.7% | +43.0% | +43.3% |
| YTD | +21.2% | -6.8% | +28.0% | +23.4% |
| 1Y | +35.6% | -5.3% | +40.9% | +36.9% |
| 3Y | -2.0% | -9.8% | +7.8% | -1.9% |
| 5Y | +26.0% | +9.7% | +16.3% | +14.6% |
| 10Y | +278.7% | +64.5% | +214.2% | +190.9% |
| All | +1,555.1% | +241.9% | +1,313.2% | +756.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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