+135.2%
NVS vs EL
-65.2%
+200.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | +0.1% |
| 7D | -1.3% | +1.5% | -2.8% | -1.4% |
| 30D | +9.3% | +10.0% | -0.7% | +8.3% |
| 3M | +5.8% | +28.4% | -22.6% | +3.4% |
| 6M | +7.2% | +37.1% | -29.9% | +4.1% |
| YTD | +20.0% | +7.8% | +12.1% | +18.2% |
| 1Y | +25.4% | +26.0% | -0.7% | +21.9% |
| 3Y | +89.2% | +3.8% | +85.4% | +83.0% |
| All | +135.2% | -65.2% | +200.4% | +148.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling