-12.8%
NVO vs ELAN
+41.2%
-54.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +2.2% | +1.6% | +0.6% | +1.9% |
| 30D | +6.0% | -6.6% | +12.5% | +7.2% |
| 3M | +7.9% | -0.8% | +8.7% | +7.5% |
| 6M | +27.1% | +0.2% | +26.8% | +24.9% |
| YTD | -3.8% | +8.3% | -12.1% | -7.3% |
| 1Y | -12.8% | +40.2% | -53.1% | -20.9% |
| All | -12.8% | +41.2% | -54.1% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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