+3,912.3%
AEHR vs NVS
+179.5%
+3,732.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | +9.8% | -14.3% | +24.0% | +14.0% |
| 30D | -26.7% | -10.0% | -16.8% | -25.5% |
| 3M | -8.1% | -10.9% | +2.8% | -6.9% |
| 6M | +123.1% | -12.0% | +135.0% | +127.3% |
| YTD | +369.0% | +2.5% | +366.5% | +352.9% |
| 1Y | +256.4% | +10.7% | +245.7% | +234.7% |
| 3Y | +96.4% | +53.3% | +43.1% | +62.0% |
| 5Y | +836.6% | +93.6% | +743.0% | +587.2% |
| All | +3,912.3% | +179.5% | +3,732.8% | +2,354.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling