+55.3%
EWZ vs NVS
+134.2%
-78.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.5% | +1.1% | -2.6% | -1.7% |
| 30D | -24.5% | +13.4% | -38.0% | -26.9% |
| 3M | -10.7% | +5.4% | -16.1% | -12.4% |
| 6M | -19.1% | +9.6% | -28.7% | -21.8% |
| YTD | +1.6% | +21.5% | -19.9% | -4.6% |
| 1Y | +4.3% | +32.3% | -28.0% | -4.5% |
| 3Y | +19.0% | +92.9% | -74.0% | -4.5% |
| All | +55.3% | +134.2% | -78.9% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling