+121.4%
ETR vs NVS
+92.9%
+28.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -1.8% | -14.3% | +12.5% | +2.1% |
| 30D | -1.8% | -10.0% | +8.2% | +0.4% |
| 3M | -3.6% | -10.9% | +7.3% | -1.3% |
| 6M | +2.6% | -12.0% | +14.6% | +5.4% |
| YTD | +16.0% | +2.5% | +13.5% | +13.0% |
| 1Y | +20.1% | +10.7% | +9.5% | +13.8% |
| 3Y | +143.6% | +53.3% | +90.3% | +100.4% |
| All | +121.4% | +92.9% | +28.4% | +60.5% |
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