-16.7%
NVO vs ELAN
+25.6%
-42.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.4% |
| 7D | -7.6% | -5.4% | -2.1% | -6.5% |
| 30D | -6.0% | +4.7% | -10.7% | -6.7% |
| 3M | -0.8% | -3.7% | +2.9% | -0.6% |
| 6M | +16.5% | -1.2% | +17.7% | +13.8% |
| YTD | -11.1% | +2.4% | -13.5% | -14.0% |
| 1Y | -16.7% | +23.4% | -40.1% | -27.9% |
| All | -16.7% | +25.6% | -42.3% | -27.9% |
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