+20.6%
EXE vs NVS
+54.6%
-34.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.2% | -15.7% | +13.5% | -1.3% |
| 30D | -0.8% | -11.1% | +10.3% | -0.3% |
| 3M | +10.0% | -7.2% | +17.2% | +10.2% |
| 6M | -6.3% | -12.3% | +6.0% | -5.8% |
| YTD | -10.7% | +2.8% | -13.4% | -11.7% |
| 1Y | +2.7% | +11.9% | -9.3% | +0.6% |
| All | +20.6% | +54.6% | -34.0% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling