+167.4%
EWJ vs NVS
+1,076.7%
-909.3%
-58.9%
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 | -1.5% | -15.7% | +14.2% | +4.9% |
| 30D | +0.2% | -11.1% | +11.2% | +4.1% |
| 3M | +8.6% | -7.2% | +15.8% | +10.5% |
| 6M | +12.1% | -12.3% | +24.5% | +16.7% |
| YTD | +20.1% | +2.8% | +17.3% | +16.9% |
| 1Y | +25.2% | +11.9% | +13.2% | +17.4% |
| 3Y | +70.8% | +55.1% | +15.7% | +37.9% |
| 5Y | +49.2% | +94.1% | -44.9% | +8.2% |
| 10Y | +138.6% | +181.2% | -42.6% | +44.4% |
| All | +167.4% | +1,076.7% | -909.3% | -8.6% |
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