+131.4%
EMB vs NVS
+469.5%
-338.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.9% | +13.8% | +1.6% |
| 7D | +0.3% | -14.6% | +14.9% | +2.1% |
| 30D | -0.5% | -11.9% | +11.4% | +0.9% |
| 3M | +0.3% | -6.0% | +6.3% | +0.8% |
| 6M | +1.2% | -11.4% | +12.6% | +2.3% |
| YTD | +1.5% | +2.9% | -1.4% | +0.7% |
| 1Y | +4.8% | +10.2% | -5.4% | +3.0% |
| 3Y | +30.4% | +55.3% | -25.0% | +21.9% |
| 5Y | +7.3% | +89.6% | -82.4% | -2.6% |
| 10Y | +29.7% | +176.1% | -146.3% | +12.8% |
| All | +131.4% | +469.5% | -338.0% | +90.1% |
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 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