+356.3%
EWZ vs NVS
+948.4%
-592.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +2.0% |
| 7D | +0.6% | -2.8% | +3.4% | +2.3% |
| 30D | -25.5% | +11.5% | -37.0% | -30.7% |
| 3M | -4.5% | +3.7% | -8.2% | -8.7% |
| 6M | -15.3% | +10.4% | -25.7% | -22.7% |
| YTD | +3.1% | +19.8% | -16.7% | -11.0% |
| 1Y | +1.2% | +26.6% | -25.4% | -15.8% |
| 3Y | +19.3% | +90.1% | -70.8% | -26.4% |
| 5Y | +52.3% | +133.4% | -81.1% | -20.5% |
| 10Y | +67.0% | +251.0% | -184.0% | -33.6% |
| All | +356.3% | +948.4% | -592.1% | +1.8% |
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