+2,359.8%
ETR vs NVS
+1,078.6%
+1,281.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -13.9% | +15.1% | +5.5% |
| 7D | +1.4% | -14.6% | +16.0% | +6.0% |
| 30D | +1.9% | -11.9% | +13.8% | +5.2% |
| 3M | +1.0% | -6.0% | +6.9% | +2.0% |
| 6M | +4.8% | -11.4% | +16.2% | +7.8% |
| YTD | +19.5% | +2.9% | +16.6% | +17.2% |
| 1Y | +28.1% | +10.2% | +17.9% | +22.7% |
| 3Y | +151.1% | +55.3% | +95.8% | +113.8% |
| 5Y | +125.2% | +89.6% | +35.5% | +79.0% |
| 10Y | +291.1% | +176.1% | +115.1% | +177.9% |
| All | +2,359.8% | +1,078.6% | +1,281.2% | +1,162.2% |
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