-35.6%
ELAN vs NVS
+142.5%
-178.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -5.4% | -14.3% | +8.8% | +2.1% |
| 30D | +4.7% | -10.0% | +14.7% | +9.8% |
| 3M | -3.7% | -10.9% | +7.2% | +1.2% |
| 6M | -1.2% | -12.0% | +10.8% | +4.7% |
| YTD | +2.4% | +2.5% | -0.1% | -0.3% |
| 1Y | +23.4% | +10.7% | +12.7% | +14.8% |
| 3Y | +96.7% | +53.3% | +43.4% | +51.7% |
| 5Y | -30.6% | +93.6% | -124.2% | -53.8% |
| All | -35.6% | +142.5% | -178.2% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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