+2,184.8%
EQT vs NVS
+1,076.7%
+1,108.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.2% | -15.7% | +14.5% | +4.7% |
| 30D | +1.1% | -11.1% | +12.2% | +4.8% |
| 3M | +4.8% | -7.2% | +12.0% | +6.6% |
| 6M | -10.6% | -12.3% | +1.7% | -7.3% |
| YTD | +3.4% | +2.8% | +0.7% | +0.7% |
| 1Y | +8.7% | +11.9% | -3.3% | +2.2% |
| 3Y | +35.0% | +55.1% | -20.1% | +10.0% |
| 5Y | +204.2% | +94.1% | +110.2% | +125.1% |
| 10Y | +52.5% | +181.2% | -128.7% | -4.8% |
| All | +2,184.8% | +1,076.7% | +1,108.1% | +862.8% |
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