+67.3%
ED vs NVS
+89.9%
-22.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -0.2% | -15.4% | +15.2% | +4.5% |
| 30D | +1.9% | -12.3% | +14.3% | +5.3% |
| 3M | +1.9% | -7.8% | +9.7% | +3.2% |
| 6M | -2.3% | -13.0% | +10.7% | +0.9% |
| YTD | +10.9% | +2.8% | +8.1% | +7.8% |
| 1Y | +14.5% | +10.6% | +3.9% | +8.2% |
| 3Y | +33.4% | +55.1% | -21.7% | +10.2% |
| 5Y | +67.3% | +91.7% | -24.4% | +27.7% |
| All | +67.3% | +89.9% | -22.6% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling