+94.1%
NVS vs EL
-69.5%
+163.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | -15.7% | -4.4% | -11.4% | -15.4% |
| 30D | -11.1% | +10.3% | -21.4% | -11.9% |
| 3M | -7.2% | +13.4% | -20.5% | -8.3% |
| 6M | -12.3% | +3.1% | -15.4% | -12.9% |
| YTD | +2.8% | -6.9% | +9.7% | +2.6% |
| 1Y | +11.9% | +11.9% | 0.0% | +10.0% |
| 3Y | +55.1% | -33.8% | +88.9% | +56.4% |
| 5Y | +94.1% | -69.0% | +163.0% | +107.7% |
| All | +94.1% | -69.5% | +163.5% | +107.7% |
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 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