+1,459.4%
ET vs NVS
+476.5%
+983.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.9% | +14.0% | +6.7% |
| 7D | +0.4% | -14.6% | +15.0% | +7.5% |
| 30D | +6.9% | -11.9% | +18.8% | +12.3% |
| 3M | +13.1% | -6.0% | +19.0% | +14.6% |
| 6M | +18.7% | -11.4% | +30.1% | +23.5% |
| YTD | +37.4% | +2.9% | +34.5% | +31.9% |
| 1Y | +34.8% | +10.2% | +24.6% | +24.1% |
| 3Y | +96.8% | +55.3% | +41.5% | +46.7% |
| 5Y | +238.2% | +89.6% | +148.6% | +120.5% |
| 10Y | +159.4% | +176.1% | -16.6% | +34.2% |
| All | +1,459.4% | +476.5% | +983.0% | +412.0% |
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