+38.7%
EXPE vs NVS
+27.7%
+10.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.6% |
| 7D | -9.5% | +4.0% | -13.5% | -9.7% |
| 30D | -6.6% | +3.6% | -10.2% | -6.7% |
| 3M | +31.4% | +7.8% | +23.6% | +31.0% |
| 6M | +35.2% | -0.2% | +35.4% | +34.6% |
| YTD | +5.8% | +19.6% | -13.8% | -0.1% |
| 1Y | +38.7% | +28.4% | +10.3% | +27.3% |
| All | +38.7% | +27.7% | +10.9% | +27.3% |
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