+273.7%
ELV vs NVS
+179.5%
+94.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +3.2% | -14.3% | +17.5% | +11.3% |
| 30D | +5.4% | -10.0% | +15.3% | +10.3% |
| 3M | +5.4% | -10.9% | +16.2% | +10.5% |
| 6M | +45.7% | -12.0% | +57.7% | +53.4% |
| YTD | +21.2% | +2.5% | +18.7% | +15.6% |
| 1Y | +35.6% | +10.7% | +24.9% | +23.1% |
| 3Y | -2.0% | +53.3% | -55.3% | -28.6% |
| 5Y | +26.0% | +93.6% | -67.6% | -22.7% |
| All | +273.7% | +179.5% | +94.2% | +108.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling