+16.8%
ELF vs NVS
+91.5%
-74.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.7% |
| 7D | +4.0% | +1.1% | +2.9% | +3.8% |
| 30D | +10.6% | +13.4% | -2.9% | +8.5% |
| 3M | +25.8% | +5.4% | +20.4% | +24.8% |
| 6M | +89.1% | +9.6% | +79.5% | +86.5% |
| YTD | +52.7% | +21.5% | +31.2% | +50.3% |
| 1Y | +51.7% | +32.3% | +19.4% | +48.9% |
| All | +16.8% | +91.5% | -74.8% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling