+115.7%
NVS vs EOSE
-60.6%
+176.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -14.3% | +1.8% | -16.1% | -14.3% |
| 30D | -10.0% | -6.8% | -3.1% | -9.9% |
| 3M | -10.9% | -36.3% | +25.4% | -10.6% |
| 6M | -12.0% | -38.8% | +26.8% | -11.9% |
| YTD | +2.5% | -65.5% | +68.0% | +2.9% |
| 1Y | +10.7% | -45.3% | +56.0% | +10.3% |
| 3Y | +53.3% | +44.2% | +9.1% | +48.6% |
| 5Y | +93.6% | -69.5% | +163.1% | +87.2% |
| All | +115.7% | -60.6% | +176.3% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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