+117.8%
EW vs NVS
+179.5%
-61.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.5% | -2.7% |
| 7D | -6.2% | -14.3% | +8.1% | +0.3% |
| 30D | -9.3% | -10.0% | +0.6% | -5.5% |
| 3M | -1.6% | -10.9% | +9.3% | +2.7% |
| 6M | -0.8% | -12.0% | +11.1% | +3.9% |
| YTD | -1.0% | +2.5% | -3.5% | -4.1% |
| 1Y | +8.2% | +10.7% | -2.5% | +0.4% |
| 3Y | +12.7% | +53.3% | -40.6% | -14.6% |
| 5Y | -30.2% | +93.6% | -123.8% | -55.2% |
| All | +117.8% | +179.5% | -61.7% | +13.0% |
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