+83.9%
ED vs NVS
+133.6%
-49.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -1.7% | -1.0% | -0.7% | -1.4% |
| 30D | +10.7% | +12.5% | -1.8% | +6.9% |
| 3M | +11.6% | +5.2% | +6.4% | +9.1% |
| 6M | +13.5% | +8.2% | +5.3% | +9.6% |
| YTD | +23.1% | +19.8% | +3.4% | +14.5% |
| 1Y | +23.1% | +24.8% | -1.7% | +12.7% |
| 3Y | +47.9% | +90.0% | -42.1% | +15.3% |
| 5Y | +83.9% | +134.3% | -50.4% | +32.6% |
| All | +83.9% | +133.6% | -49.7% | +32.6% |
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