+181.2%
NVS vs ES
+83.1%
+98.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | -15.4% | 0.0% | -15.4% | -15.4% |
| 30D | -12.3% | -1.0% | -11.3% | -12.1% |
| 3M | -7.8% | +1.5% | -9.3% | -8.3% |
| 6M | -13.0% | -3.5% | -9.5% | -12.3% |
| YTD | +2.8% | +7.0% | -4.2% | +0.6% |
| 1Y | +10.6% | +15.3% | -4.7% | +5.5% |
| 3Y | +55.1% | +30.2% | +24.9% | +41.5% |
| 5Y | +91.7% | -4.3% | +96.0% | +88.8% |
| 10Y | +181.2% | +87.5% | +93.7% | +144.9% |
| All | +181.2% | +83.1% | +98.1% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling