+349.8%
EWZ vs NVS
+963.0%
-613.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -1.5% | +1.1% | -2.6% | -2.2% |
| 30D | -24.5% | +13.4% | -38.0% | -30.6% |
| 3M | -10.7% | +5.4% | -16.1% | -15.4% |
| 6M | -19.1% | +9.6% | -28.7% | -25.7% |
| YTD | +1.6% | +21.5% | -19.9% | -13.0% |
| 1Y | +4.3% | +32.3% | -28.0% | -15.6% |
| 3Y | +19.0% | +92.9% | -74.0% | -27.2% |
| 5Y | +57.7% | +134.3% | -76.6% | -17.8% |
| 10Y | +51.3% | +272.3% | -220.9% | -42.2% |
| All | +349.8% | +963.0% | -613.2% | -0.4% |
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