+174.9%
NVS vs EL
+26.1%
+148.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -14.3% | -6.5% | -7.8% | -13.5% |
| 30D | -10.0% | +11.1% | -21.1% | -11.3% |
| 3M | -10.9% | +10.7% | -21.6% | -12.3% |
| 6M | -12.0% | +6.9% | -18.8% | -13.3% |
| YTD | +2.5% | -6.3% | +8.8% | +2.2% |
| 1Y | +10.7% | +13.5% | -2.8% | +7.1% |
| 3Y | +53.3% | -33.1% | +86.4% | +56.4% |
| 5Y | +93.6% | -68.8% | +162.4% | +125.2% |
| All | +174.9% | +26.1% | +148.7% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling