-18.9%
EXE vs NVS
+37.6%
-56.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.6% | -6.5% | -2.8% |
| 7D | -4.7% | +5.7% | -10.4% | -4.5% |
| 30D | +1.0% | +17.1% | -16.0% | +1.4% |
| 3M | -5.6% | +7.6% | -13.3% | -5.3% |
| 6M | -12.3% | +14.1% | -26.4% | -11.8% |
| YTD | -19.5% | +23.3% | -42.8% | -21.1% |
| 1Y | -18.9% | +36.0% | -54.9% | -22.1% |
| All | -18.9% | +37.6% | -56.5% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling