+154.8%
EXPE vs NVS
+54.6%
+100.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -11.5% | -15.4% | +3.9% | -8.6% |
| 30D | -13.1% | -12.3% | -0.7% | -10.6% |
| 3M | +18.1% | -7.8% | +26.0% | +20.5% |
| 6M | +13.3% | -13.0% | +26.2% | +16.4% |
| YTD | -3.2% | +2.8% | -6.0% | -4.3% |
| 1Y | +26.1% | +10.6% | +15.5% | +22.7% |
| All | +154.8% | +54.6% | +100.2% | +136.4% |
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 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