-7.2%
SYK vs ELV
-2.6%
-4.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.4% | -7.4% | -2.6% |
| 7D | -12.3% | +0.9% | -13.2% | -12.4% |
| 30D | -22.4% | +7.2% | -29.6% | -23.1% |
| 3M | -12.3% | +3.4% | -15.7% | -12.9% |
| 6M | -24.3% | +48.6% | -72.9% | -28.6% |
| YTD | -22.8% | +20.6% | -43.3% | -25.2% |
| 1Y | -28.8% | +38.5% | -67.3% | -32.6% |
| All | -7.2% | -2.6% | -4.6% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling