+24.4%
EW vs NVS
+25.4%
-1.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +4.9% | -1.3% | +6.2% | +5.3% |
| 30D | +23.9% | +9.3% | +14.7% | +21.1% |
| 3M | +15.8% | +5.8% | +10.0% | +13.8% |
| 6M | +31.7% | +7.2% | +24.5% | +28.3% |
| YTD | +25.7% | +20.0% | +5.7% | +18.3% |
| 1Y | +24.4% | +25.4% | -0.9% | +15.1% |
| All | +24.4% | +25.4% | -1.0% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling