+127.7%
EXPE vs NVS
+260.1%
-132.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.3% |
| 7D | -0.5% | -1.3% | +0.8% | +0.1% |
| 30D | -6.1% | +9.3% | -15.4% | -9.8% |
| 3M | -21.3% | +5.8% | -27.1% | -23.7% |
| 6M | +19.0% | +7.2% | +11.8% | +14.3% |
| YTD | -8.4% | +20.0% | -28.4% | -18.0% |
| 1Y | -2.8% | +25.4% | -28.2% | -15.0% |
| 3Y | +120.8% | +89.2% | +31.5% | +47.8% |
| 5Y | +46.2% | +134.6% | -88.4% | -17.0% |
| All | +127.7% | +260.1% | -132.4% | +10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling