+146.4%
ED vs NVS
+260.1%
-113.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +2.1% | -1.3% | +3.3% | +2.5% |
| 30D | +10.4% | +9.3% | +1.1% | +7.2% |
| 3M | +12.5% | +5.8% | +6.8% | +9.5% |
| 6M | +14.9% | +7.2% | +7.7% | +11.1% |
| YTD | +24.8% | +20.0% | +4.9% | +15.5% |
| 1Y | +23.8% | +25.4% | -1.5% | +12.6% |
| 3Y | +51.6% | +89.2% | -37.6% | +17.4% |
| 5Y | +86.4% | +134.6% | -48.2% | +31.5% |
| All | +146.4% | +260.1% | -113.7% | +60.9% |
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