+11.3%
NEE vs NVS
+92.9%
-81.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -1.3% | -14.3% | +12.9% | +4.1% |
| 30D | -3.3% | -10.0% | +6.6% | -0.3% |
| 3M | -2.3% | -10.9% | +8.6% | +1.0% |
| 6M | -8.9% | -12.0% | +3.1% | -5.5% |
| YTD | +4.8% | +2.5% | +2.3% | +1.1% |
| 1Y | +18.7% | +10.7% | +8.0% | +10.3% |
| 3Y | +33.2% | +53.3% | -20.1% | +5.1% |
| All | +11.3% | +92.9% | -81.6% | -21.8% |
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