+48.4%
ELF vs NVS
+32.8%
+15.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +6.3% | +2.5% | +3.8% | +5.6% |
| 30D | +8.5% | +13.6% | -5.1% | +4.5% |
| 3M | +24.4% | +4.1% | +20.3% | +22.7% |
| 6M | +94.7% | +11.8% | +82.9% | +85.8% |
| YTD | +55.9% | +22.0% | +33.8% | +45.5% |
| 1Y | +48.4% | +32.3% | +16.2% | +33.6% |
| All | +48.4% | +32.8% | +15.6% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling