+47.3%
EXPE vs NVS
+134.2%
-86.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -0.5% | -1.3% | +0.8% | -0.1% |
| 30D | -6.1% | +9.3% | -15.4% | -8.6% |
| 3M | -21.3% | +5.8% | -27.1% | -22.7% |
| 6M | +19.0% | +7.2% | +11.8% | +16.1% |
| YTD | -8.4% | +20.0% | -28.4% | -15.2% |
| 1Y | -2.8% | +25.4% | -28.2% | -11.5% |
| 3Y | +120.8% | +89.2% | +31.5% | +62.9% |
| All | +47.3% | +134.2% | -86.9% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling