+1,078.6%
NVS vs EAT
+3,938.8%
-2,860.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.4% | -10.6% | -13.7% |
| 7D | -14.6% | -4.9% | -9.7% | -14.2% |
| 30D | -11.9% | -1.2% | -10.7% | -11.9% |
| 3M | -6.0% | +52.2% | -58.2% | -9.2% |
| 6M | -11.4% | +65.0% | -76.4% | -15.3% |
| YTD | +2.9% | +55.0% | -52.1% | -1.3% |
| 1Y | +10.2% | +42.1% | -31.8% | +6.2% |
| 3Y | +55.3% | +614.7% | -559.4% | +28.5% |
| 5Y | +89.6% | +322.7% | -233.1% | +60.5% |
| 10Y | +176.1% | +382.0% | -206.0% | +114.2% |
| All | +1,078.6% | +3,938.8% | -2,860.2% | +582.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling