+156.4%
EXPE vs NVS
+180.2%
-23.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -8.7% | -15.7% | +7.0% | -1.1% |
| 30D | -13.6% | -11.1% | -2.6% | -9.1% |
| 3M | +26.6% | -7.2% | +33.8% | +30.2% |
| 6M | +19.9% | -12.3% | +32.3% | +26.5% |
| YTD | -1.7% | +2.8% | -4.5% | -5.2% |
| 1Y | +29.4% | +11.9% | +17.5% | +19.0% |
| 3Y | +155.7% | +55.1% | +100.6% | +90.7% |
| 5Y | +93.1% | +94.1% | -1.0% | +22.2% |
| All | +156.4% | +180.2% | -23.8% | +44.4% |
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