+3,572.3%
NVO vs ELV
+2,378.1%
+1,194.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.0% |
| 7D | -4.7% | -2.2% | -2.5% | -4.2% |
| 30D | -5.4% | -0.2% | -5.2% | -5.4% |
| 3M | +7.0% | -6.1% | +13.1% | +8.1% |
| 6M | +17.6% | +42.8% | -25.2% | +7.1% |
| YTD | -8.0% | +14.4% | -22.4% | -12.0% |
| 1Y | -13.8% | +28.6% | -42.5% | -19.8% |
| 3Y | -50.3% | -7.4% | -42.8% | -50.7% |
| 5Y | +0.7% | +14.5% | -13.8% | -6.2% |
| 10Y | +155.6% | +257.4% | -101.8% | +74.1% |
| All | +3,572.3% | +2,378.1% | +1,194.2% | +1,227.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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