+88.3%
EXPE vs NVS
+89.9%
-1.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -11.5% | -15.4% | +3.9% | -6.6% |
| 30D | -13.1% | -12.3% | -0.7% | -9.4% |
| 3M | +18.1% | -7.8% | +26.0% | +21.0% |
| 6M | +13.3% | -13.0% | +26.2% | +18.1% |
| YTD | -3.2% | +2.8% | -6.0% | -5.7% |
| 1Y | +26.1% | +10.6% | +15.5% | +19.2% |
| 3Y | +151.7% | +55.1% | +96.6% | +101.4% |
| 5Y | +88.3% | +91.7% | -3.3% | +26.6% |
| All | +88.3% | +89.9% | -1.6% | +26.6% |
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