+641.9%
EIX vs NVS
+1,269.4%
-627.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.5% |
| 7D | -19.1% | +4.0% | -23.1% | -20.1% |
| 30D | -16.9% | +3.6% | -20.5% | -17.9% |
| 3M | -20.0% | +7.8% | -27.8% | -22.2% |
| 6M | -21.3% | -0.2% | -21.1% | -21.4% |
| YTD | -1.7% | +19.6% | -21.3% | -8.0% |
| 1Y | +9.6% | +28.4% | -18.8% | -0.3% |
| 3Y | -3.7% | +76.2% | -79.9% | -22.3% |
| 5Y | +22.6% | +111.1% | -88.5% | -8.0% |
| 10Y | +17.7% | +224.3% | -206.6% | -24.4% |
| All | +641.9% | +1,269.4% | -627.5% | +217.4% |
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 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