+856.1%
EEM vs NVS
+744.7%
+111.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -13.9% | +14.1% | +8.5% |
| 7D | +3.1% | -14.6% | +17.7% | +12.1% |
| 30D | +4.9% | -11.9% | +16.8% | +11.5% |
| 3M | +5.2% | -6.0% | +11.2% | +6.7% |
| 6M | +20.7% | -11.4% | +32.1% | +26.6% |
| YTD | +26.5% | +2.9% | +23.5% | +20.4% |
| 1Y | +37.8% | +10.2% | +27.6% | +25.0% |
| 3Y | +91.0% | +55.3% | +35.7% | +34.4% |
| 5Y | +47.0% | +89.6% | -42.6% | -12.4% |
| 10Y | +125.6% | +176.1% | -50.5% | -2.1% |
| All | +856.1% | +744.7% | +111.3% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling