+548.9%
NVS vs EFV
+253.2%
+295.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.3% |
| 7D | -15.4% | -0.5% | -14.9% | -15.1% |
| 30D | -12.3% | 0.0% | -12.3% | -12.3% |
| 3M | -7.8% | +8.4% | -16.2% | -11.5% |
| 6M | -13.0% | +12.3% | -25.3% | -17.9% |
| YTD | +2.8% | +17.4% | -14.6% | -5.2% |
| 1Y | +10.6% | +27.1% | -16.5% | -1.9% |
| 3Y | +55.1% | +90.7% | -35.6% | +12.0% |
| 5Y | +91.7% | +95.6% | -3.9% | +35.6% |
| 10Y | +181.2% | +165.3% | +15.9% | +68.8% |
| All | +548.9% | +253.2% | +295.7% | +208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling