+53.7%
NVS vs EL
-32.9%
+86.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.1% |
| 7D | -15.4% | -2.4% | -13.0% | -15.2% |
| 30D | -12.3% | +13.7% | -26.0% | -13.2% |
| 3M | -7.8% | +14.5% | -22.3% | -8.8% |
| 6M | -13.0% | +7.4% | -20.4% | -13.8% |
| YTD | +2.8% | -4.7% | +7.4% | +2.3% |
| 1Y | +10.6% | +12.9% | -2.3% | +8.9% |
| All | +53.7% | -32.9% | +86.5% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling