+1,312.0%
EMR vs NVS
+1,078.6%
+233.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -13.9% | +13.5% | +5.8% |
| 7D | +3.1% | -14.6% | +17.7% | +9.8% |
| 30D | -3.5% | -11.9% | +8.4% | +1.0% |
| 3M | +9.8% | -6.0% | +15.7% | +11.3% |
| 6M | +10.8% | -11.4% | +22.2% | +15.5% |
| YTD | +15.9% | +2.9% | +13.0% | +12.7% |
| 1Y | +16.4% | +10.2% | +6.2% | +9.5% |
| 3Y | +62.1% | +55.3% | +6.8% | +27.5% |
| 5Y | +62.9% | +89.6% | -26.7% | +15.0% |
| 10Y | +267.8% | +176.1% | +91.7% | +117.4% |
| All | +1,312.0% | +1,078.6% | +233.4% | +406.9% |
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