+2,353.8%
ELV vs NVS
+796.4%
+1,557.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -2.2% | -15.4% | +13.2% | +5.6% |
| 30D | -0.2% | -12.3% | +12.1% | +5.7% |
| 3M | -6.1% | -7.8% | +1.7% | -3.5% |
| 6M | +42.8% | -13.0% | +55.8% | +50.8% |
| YTD | +14.4% | +2.8% | +11.6% | +10.2% |
| 1Y | +28.6% | +10.6% | +18.0% | +19.0% |
| 3Y | -7.4% | +55.1% | -62.5% | -29.0% |
| 5Y | +14.5% | +91.7% | -77.2% | -22.1% |
| 10Y | +257.4% | +181.2% | +76.2% | +101.4% |
| All | +2,353.8% | +796.4% | +1,557.4% | +688.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling