+67.6%
EWZ vs NVS
+88.8%
-21.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -13.9% | +15.9% | +5.5% |
| 7D | +5.6% | -14.6% | +20.2% | +9.5% |
| 30D | +9.3% | -11.9% | +21.2% | +12.2% |
| 3M | +15.7% | -6.0% | +21.7% | +16.3% |
| 6M | +7.4% | -11.4% | +18.8% | +9.8% |
| YTD | +22.7% | +2.9% | +19.8% | +20.2% |
| 1Y | +36.4% | +10.2% | +26.1% | +30.9% |
| 3Y | +50.4% | +55.3% | -4.9% | +28.7% |
| 5Y | +67.6% | +89.6% | -22.0% | +33.6% |
| All | +67.6% | +88.8% | -21.2% | +33.6% |
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 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