+238.8%
EQX vs NVS
+143.4%
+95.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -3.2% | -14.3% | +11.1% | +3.2% |
| 30D | +7.8% | -10.0% | +17.7% | +12.1% |
| 3M | +21.3% | -10.9% | +32.2% | +26.4% |
| 6M | -22.4% | -12.0% | -10.5% | -18.5% |
| YTD | -11.3% | +2.5% | -13.8% | -13.1% |
| 1Y | +13.5% | +10.7% | +2.8% | +7.0% |
| 3Y | +162.1% | +53.3% | +108.8% | +107.8% |
| 5Y | +84.2% | +93.6% | -9.4% | +29.5% |
| All | +238.8% | +143.4% | +95.5% | +135.8% |
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