-27.9%
ELF vs NVS
+10.4%
-38.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -6.8% | -15.4% | +8.6% | -3.4% |
| 30D | +5.1% | -12.3% | +17.4% | +8.2% |
| 3M | +79.8% | -7.8% | +87.6% | +82.4% |
| 6M | +29.7% | -13.0% | +42.7% | +32.4% |
| YTD | +31.6% | +2.8% | +28.9% | +33.4% |
| 1Y | -27.9% | +10.6% | -38.5% | -26.0% |
| All | -27.9% | +10.4% | -38.3% | -26.0% |
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