-13.0%
NVS vs EFV
+14.9%
-27.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.5% |
| 7D | -15.4% | -0.5% | -14.9% | -14.9% |
| 30D | -12.3% | 0.0% | -12.3% | -12.1% |
| 3M | -7.8% | +8.4% | -16.2% | -13.2% |
| 6M | -13.0% | +12.3% | -25.3% | -20.4% |
| All | -13.0% | +14.9% | -27.8% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 6mo: compounded portfolio wealth divided by compounded EFV 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…
6mo analysis · Full analysis span regression · 6 months rolling