+162.1%
EQX vs NVS
+54.2%
+107.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -3.2% | -14.3% | +11.1% | +1.6% |
| 30D | +7.8% | -10.0% | +17.7% | +11.0% |
| 3M | +21.3% | -10.9% | +32.2% | +25.2% |
| 6M | -22.4% | -12.0% | -10.5% | -19.7% |
| YTD | -11.3% | +2.5% | -13.8% | -11.7% |
| 1Y | +13.5% | +10.7% | +2.8% | +10.5% |
| 3Y | +162.1% | +53.3% | +108.8% | +144.4% |
| All | +162.1% | +54.2% | +107.9% | +144.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling