+3,584.4%
NEE vs NVS
+1,078.6%
+2,505.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -13.9% | +14.4% | +5.0% |
| 7D | +1.1% | -14.6% | +15.7% | +5.9% |
| 30D | -0.2% | -11.9% | +11.7% | +3.3% |
| 3M | +0.5% | -6.0% | +6.5% | +1.7% |
| 6M | -6.5% | -11.4% | +4.9% | -3.7% |
| YTD | +6.7% | +2.9% | +3.8% | +4.6% |
| 1Y | +23.6% | +10.2% | +13.4% | +18.3% |
| 3Y | +37.1% | +55.3% | -18.2% | +17.1% |
| 5Y | +10.9% | +89.6% | -78.7% | -11.6% |
| 10Y | +245.4% | +176.1% | +69.3% | +145.7% |
| All | +3,584.4% | +1,078.6% | +2,505.8% | +1,851.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling