+174.8%
EXE vs NVS
+87.4%
+87.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.7% | -15.4% | +12.7% | -0.3% |
| 30D | -0.4% | -12.3% | +11.9% | +1.4% |
| 3M | +9.5% | -7.8% | +17.3% | +10.3% |
| 6M | -9.3% | -13.0% | +3.6% | -7.7% |
| YTD | -10.9% | +2.8% | -13.7% | -12.7% |
| 1Y | +4.3% | +10.6% | -6.3% | +0.5% |
| 3Y | +18.8% | +55.1% | -36.3% | +3.9% |
| 5Y | +101.4% | +91.7% | +9.7% | +60.6% |
| All | +174.8% | +87.4% | +87.4% | +120.5% |
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