+45.7%
EXC vs NVS
+89.9%
-44.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +0.3% | -15.4% | +15.7% | +4.8% |
| 30D | -0.9% | -12.3% | +11.5% | +2.3% |
| 3M | -2.7% | -7.8% | +5.1% | -1.4% |
| 6M | -9.4% | -13.0% | +3.6% | -6.5% |
| YTD | +3.0% | +2.8% | +0.3% | +0.2% |
| 1Y | +5.1% | +10.6% | -5.5% | -0.7% |
| 3Y | +20.6% | +55.1% | -34.5% | -1.2% |
| 5Y | +45.7% | +91.7% | -46.0% | +7.4% |
| All | +45.7% | +89.9% | -44.2% | +7.4% |
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 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