+706.7%
ETN vs NVS
+179.5%
+527.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +3.5% | -14.3% | +17.8% | +8.9% |
| 30D | -7.5% | -10.0% | +2.4% | -4.9% |
| 3M | +8.3% | -10.9% | +19.2% | +11.1% |
| 6M | +20.2% | -12.0% | +32.1% | +23.8% |
| YTD | +34.7% | +2.5% | +32.2% | +29.5% |
| 1Y | +19.4% | +10.7% | +8.8% | +10.6% |
| 3Y | +85.5% | +53.3% | +32.2% | +41.2% |
| 5Y | +186.6% | +93.6% | +93.0% | +83.9% |
| All | +706.7% | +179.5% | +527.1% | +349.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling