+23,304.7%
EME vs NVS
+1,076.7%
+22,228.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.9% | -15.7% | +16.6% | +7.5% |
| 30D | -8.4% | -11.1% | +2.7% | -4.9% |
| 3M | -3.6% | -7.2% | +3.6% | -2.2% |
| 6M | +3.6% | -12.3% | +15.9% | +7.6% |
| YTD | +22.5% | +2.8% | +19.8% | +18.7% |
| 1Y | +18.2% | +11.9% | +6.2% | +9.9% |
| 3Y | +238.4% | +55.1% | +183.3% | +165.3% |
| 5Y | +550.5% | +94.1% | +456.5% | +354.7% |
| 10Y | +1,295.3% | +181.2% | +1,114.1% | +720.6% |
| All | +23,304.7% | +1,076.7% | +22,228.0% | +9,534.7% |
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