+50.4%
EWZ vs NVS
+55.0%
-4.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -13.9% | +15.9% | +5.1% |
| 7D | +5.6% | -14.6% | +20.2% | +9.0% |
| 30D | +9.3% | -11.9% | +21.2% | +11.8% |
| 3M | +15.7% | -6.0% | +21.7% | +15.9% |
| 6M | +7.4% | -11.4% | +18.8% | +9.3% |
| YTD | +22.7% | +2.9% | +19.8% | +20.3% |
| 1Y | +36.4% | +10.2% | +26.1% | +31.3% |
| 3Y | +50.4% | +55.3% | -4.9% | +29.5% |
| All | +50.4% | +55.0% | -4.6% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling