+1,269.4%
NVS vs EL
+1,170.9%
+98.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -2.4% |
| 7D | +4.0% | +0.8% | +3.2% | +3.8% |
| 30D | +3.6% | +19.8% | -16.2% | +0.4% |
| 3M | +7.8% | +25.7% | -17.9% | +3.6% |
| 6M | -0.2% | +5.4% | -5.6% | -1.9% |
| YTD | +19.6% | +0.2% | +19.4% | +17.8% |
| 1Y | +28.4% | +20.4% | +7.9% | +22.3% |
| 3Y | +76.2% | -32.1% | +108.3% | +78.1% |
| 5Y | +111.1% | -67.2% | +178.3% | +138.1% |
| 10Y | +224.3% | +31.7% | +192.5% | +175.4% |
| All | +1,269.4% | +1,170.9% | +98.5% | +656.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling