+7,296.7%
ETN vs NVS
+1,076.7%
+6,219.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +3.0% | -15.7% | +18.7% | +9.5% |
| 30D | -10.9% | -11.1% | +0.2% | -7.7% |
| 3M | +9.2% | -7.2% | +16.4% | +10.6% |
| 6M | +13.9% | -12.3% | +26.2% | +17.9% |
| YTD | +29.5% | +2.8% | +26.8% | +25.4% |
| 1Y | +14.2% | +11.9% | +2.3% | +6.3% |
| 3Y | +79.9% | +55.1% | +24.8% | +42.1% |
| 5Y | +175.7% | +94.1% | +81.6% | +94.5% |
| 10Y | +693.2% | +181.2% | +512.0% | +377.4% |
| All | +7,296.7% | +1,076.7% | +6,219.9% | +3,018.6% |
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 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