-35.8%
EFX vs NVS
+92.9%
-128.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -4.5% | -14.3% | +9.7% | +1.0% |
| 30D | -6.1% | -10.0% | +3.9% | -2.7% |
| 3M | +6.2% | -10.9% | +17.1% | +10.4% |
| 6M | -11.2% | -12.0% | +0.8% | -7.4% |
| YTD | -21.4% | +2.5% | -23.9% | -23.7% |
| 1Y | -34.3% | +10.7% | -45.0% | -38.5% |
| 3Y | -12.5% | +53.3% | -65.8% | -29.8% |
| All | -35.8% | +92.9% | -128.7% | -55.4% |
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