+135.2%
NVS vs EAT
+363.9%
-228.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -1.3% | -4.0% | +2.7% | -1.1% |
| 30D | +9.3% | -2.9% | +12.2% | +9.4% |
| 3M | +5.8% | -16.9% | +22.7% | +6.7% |
| 6M | +7.2% | +57.0% | -49.8% | +4.7% |
| YTD | +20.0% | +38.2% | -18.2% | +17.7% |
| 1Y | +25.4% | +69.3% | -43.9% | +21.7% |
| 3Y | +89.2% | +483.0% | -393.8% | +68.9% |
| All | +135.2% | +363.9% | -228.7% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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