+120.8%
EXPE vs NVS
+90.8%
+29.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -0.5% | -1.3% | +0.8% | -0.2% |
| 30D | -6.1% | +9.3% | -15.4% | -7.6% |
| 3M | -21.3% | +5.8% | -27.1% | -21.9% |
| 6M | +19.0% | +7.2% | +11.8% | +17.8% |
| YTD | -8.4% | +20.0% | -28.4% | -12.1% |
| 1Y | -2.8% | +25.4% | -28.2% | -7.7% |
| 3Y | +120.8% | +89.2% | +31.5% | +100.0% |
| All | +120.8% | +90.8% | +29.9% | +100.0% |
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 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