+85.9%
EEM vs NVS
+54.2%
+31.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -1.3% | -14.3% | +13.0% | +0.7% |
| 30D | +2.1% | -10.0% | +12.0% | +3.1% |
| 3M | +1.0% | -10.9% | +11.9% | +2.1% |
| 6M | +15.9% | -12.0% | +27.9% | +17.3% |
| YTD | +24.6% | +2.5% | +22.1% | +22.6% |
| 1Y | +32.3% | +10.7% | +21.6% | +28.2% |
| 3Y | +85.9% | +53.3% | +32.6% | +68.7% |
| All | +85.9% | +54.2% | +31.7% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling