-25.6%
EFX vs NVS
+27.7%
-53.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.9% | -4.5% | -5.8% |
| 7D | -8.6% | +4.0% | -12.7% | -9.6% |
| 30D | +0.1% | +3.6% | -3.5% | -0.8% |
| 3M | +3.8% | +7.8% | -4.0% | +1.8% |
| 6M | -13.5% | -0.2% | -13.3% | -13.0% |
| YTD | -17.7% | +19.6% | -37.2% | -23.0% |
| 1Y | -25.6% | +28.4% | -53.9% | -33.3% |
| All | -25.6% | +27.7% | -53.3% | -33.3% |
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 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