+1,350.1%
EXC vs NVS
+1,271.6%
+78.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | -1.9% | -1.0% | -0.9% | -1.6% |
| 30D | +7.8% | +12.5% | -4.8% | +3.6% |
| 3M | +1.9% | +5.2% | -3.3% | -0.6% |
| 6M | +3.4% | +8.2% | -4.8% | -0.3% |
| YTD | +7.6% | +19.8% | -12.2% | 0.0% |
| 1Y | +2.1% | +24.8% | -22.7% | -6.5% |
| 3Y | +29.6% | +90.0% | -60.4% | +1.9% |
| 5Y | +39.5% | +134.3% | -94.8% | +1.3% |
| 10Y | +200.2% | +250.8% | -50.6% | +92.4% |
| All | +1,350.1% | +1,271.6% | +78.4% | +551.5% |
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