+1,344.7%
EME vs NVS
+179.5%
+1,165.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.6% | +4.4% |
| 7D | +3.5% | -14.3% | +17.8% | +8.5% |
| 30D | -6.3% | -10.0% | +3.6% | -3.9% |
| 3M | -3.8% | -10.9% | +7.1% | -1.2% |
| 6M | +8.5% | -12.0% | +20.5% | +11.8% |
| YTD | +27.8% | +2.5% | +25.3% | +23.6% |
| 1Y | +22.2% | +10.7% | +11.5% | +14.2% |
| 3Y | +253.5% | +53.3% | +200.2% | +176.4% |
| 5Y | +578.6% | +93.6% | +485.0% | +355.0% |
| All | +1,344.7% | +179.5% | +1,165.2% | +775.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling