-5.3%
SYK vs ELV
+42.6%
-47.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.9% | +4.4% | +8.7% |
| 7D | +11.7% | +4.8% | +7.0% | +11.1% |
| 30D | +19.1% | +10.1% | +9.0% | +17.9% |
| 3M | +1.4% | +15.4% | -13.9% | +0.1% |
| 6M | +17.4% | +17.7% | -0.3% | +15.4% |
| YTD | -2.5% | +25.7% | -28.2% | -5.3% |
| 1Y | -5.3% | +39.9% | -45.2% | -10.6% |
| All | -5.3% | +42.6% | -47.9% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling