+118.9%
EOG vs NVS
+179.5%
-60.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | +1.5% | -14.3% | +15.8% | +6.9% |
| 30D | +2.9% | -10.0% | +12.9% | +6.2% |
| 3M | +8.7% | -10.9% | +19.6% | +12.5% |
| 6M | +12.9% | -12.0% | +24.9% | +16.7% |
| YTD | +43.8% | +2.5% | +41.3% | +38.7% |
| 1Y | +27.1% | +10.7% | +16.4% | +18.0% |
| 3Y | +25.9% | +53.3% | -27.4% | -2.5% |
| 5Y | +177.9% | +93.6% | +84.3% | +84.8% |
| All | +118.9% | +179.5% | -60.7% | +36.2% |
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