-2.1%
EME vs NVS
+37.6%
-39.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.6% | -13.2% | -9.3% |
| 7D | -5.8% | +5.7% | -11.5% | -5.4% |
| 30D | -17.9% | +17.1% | -35.0% | -17.2% |
| 3M | -22.0% | +7.6% | -29.6% | -21.6% |
| 6M | -29.7% | +14.1% | -43.8% | -30.9% |
| YTD | +4.7% | +23.3% | -18.6% | +4.2% |
| 1Y | -2.1% | +36.0% | -38.1% | -3.5% |
| All | -2.1% | +37.6% | -39.8% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling