+547.9%
AEHR vs NVS
+867.4%
-319.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.4% | +5.3% |
| 7D | +19.1% | -15.4% | +34.5% | +23.9% |
| 30D | -10.0% | -12.3% | +2.3% | -7.7% |
| 3M | +1.3% | -7.8% | +9.1% | +1.9% |
| 6M | +133.8% | -13.0% | +146.7% | +139.4% |
| YTD | +373.3% | +2.8% | +370.6% | +361.9% |
| 1Y | +256.2% | +10.6% | +245.5% | +239.9% |
| 3Y | +93.2% | +55.1% | +38.2% | +65.7% |
| 5Y | +793.1% | +91.7% | +701.4% | +612.4% |
| 10Y | +3,753.2% | +181.2% | +3,572.0% | +2,620.5% |
| All | +547.9% | +867.4% | -319.5% | +264.2% |
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