+138.6%
ETSY vs NVS
+123.1%
+15.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -12.7% | -15.7% | +3.0% | -4.0% |
| 30D | -9.9% | -11.1% | +1.2% | -4.4% |
| 3M | +4.2% | -7.2% | +11.3% | +7.5% |
| 6M | +34.2% | -12.3% | +46.5% | +42.4% |
| YTD | +29.1% | +2.8% | +26.4% | +22.7% |
| 1Y | +23.8% | +11.9% | +11.9% | +10.7% |
| 3Y | +6.6% | +55.1% | -48.4% | -25.6% |
| 5Y | -67.0% | +94.1% | -161.1% | -80.9% |
| 10Y | +424.9% | +181.2% | +243.6% | +136.6% |
| All | +138.6% | +123.1% | +15.5% | +27.8% |
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