+24.0%
EIX vs NVS
+89.9%
-65.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +4.1% | -15.4% | +19.5% | +9.7% |
| 30D | -15.3% | -12.3% | -3.0% | -12.1% |
| 3M | -18.4% | -7.8% | -10.6% | -17.1% |
| 6M | -16.8% | -13.0% | -3.9% | -13.6% |
| YTD | -0.6% | +2.8% | -3.3% | -3.2% |
| 1Y | +10.7% | +10.6% | 0.0% | +4.3% |
| 3Y | -4.5% | +55.1% | -59.5% | -22.2% |
| 5Y | +24.0% | +91.7% | -67.6% | -10.1% |
| All | +24.0% | +89.9% | -65.9% | -10.1% |
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