+22.2%
ELV vs NVS
+92.9%
-70.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +3.2% | -14.3% | +17.5% | +9.2% |
| 30D | +5.4% | -10.0% | +15.3% | +9.0% |
| 3M | +5.4% | -10.9% | +16.2% | +9.2% |
| 6M | +45.7% | -12.0% | +57.7% | +51.5% |
| YTD | +21.2% | +2.5% | +18.7% | +16.2% |
| 1Y | +35.6% | +10.7% | +24.9% | +24.7% |
| 3Y | -2.0% | +53.3% | -55.3% | -24.4% |
| All | +22.2% | +92.9% | -70.7% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling