+1,250.3%
EWY vs NVS
+862.4%
+387.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | +6.7% | -15.4% | +22.0% | +15.1% |
| 30D | +17.0% | -12.3% | +29.3% | +23.4% |
| 3M | +3.7% | -7.8% | +11.5% | +5.8% |
| 6M | +42.5% | -13.0% | +55.5% | +49.6% |
| YTD | +96.2% | +2.8% | +93.5% | +88.5% |
| 1Y | +160.4% | +10.6% | +149.7% | +139.3% |
| 3Y | +231.7% | +55.1% | +176.6% | +148.4% |
| 5Y | +153.3% | +91.7% | +61.6% | +65.1% |
| 10Y | +308.8% | +181.2% | +127.6% | +110.9% |
| All | +1,250.3% | +862.4% | +387.9% | +311.3% |
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