+1,303.2%
EFX vs NVS
+1,078.6%
+224.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -13.9% | +10.9% | +2.6% |
| 7D | -7.8% | -14.6% | +6.8% | -2.1% |
| 30D | -5.7% | -11.9% | +6.2% | -1.3% |
| 3M | +2.5% | -6.0% | +8.5% | +4.3% |
| 6M | -16.7% | -11.4% | -5.3% | -13.3% |
| YTD | -20.2% | +2.9% | -23.1% | -22.1% |
| 1Y | -31.4% | +10.2% | -41.6% | -35.0% |
| 3Y | -10.5% | +55.3% | -65.8% | -26.9% |
| 5Y | -35.2% | +89.6% | -124.8% | -51.7% |
| 10Y | +40.2% | +176.1% | -135.9% | -11.4% |
| All | +1,303.2% | +1,078.6% | +224.6% | +449.9% |
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