+15.0%
EEM vs NVS
+37.6%
-22.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.7% |
| 7D | -3.0% | +5.7% | -8.7% | -3.2% |
| 30D | -10.3% | +17.1% | -27.4% | -11.0% |
| 3M | -6.6% | +7.6% | -14.3% | -7.1% |
| 6M | -3.4% | +14.1% | -17.4% | -6.1% |
| YTD | +13.2% | +23.3% | -10.1% | +11.0% |
| 1Y | +15.0% | +36.0% | -21.0% | +11.2% |
| All | +15.0% | +37.6% | -22.6% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling