+72.2%
EQX vs NVS
+92.9%
-20.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.8% |
| 7D | -3.2% | -14.3% | +11.1% | +4.0% |
| 30D | +7.8% | -10.0% | +17.7% | +12.5% |
| 3M | +21.3% | -10.9% | +32.2% | +26.9% |
| 6M | -22.4% | -12.0% | -10.5% | -18.1% |
| YTD | -11.3% | +2.5% | -13.8% | -13.8% |
| 1Y | +13.5% | +10.7% | +2.8% | +5.5% |
| 3Y | +162.1% | +53.3% | +108.8% | +93.4% |
| All | +72.2% | +92.9% | -20.7% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling