+89.6%
NVS vs ES
-2.9%
+92.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +0.6% | -14.6% | -14.1% |
| 7D | -14.6% | +1.4% | -16.0% | -15.0% |
| 30D | -11.9% | -1.2% | -10.8% | -11.7% |
| 3M | -6.0% | +5.0% | -10.9% | -7.3% |
| 6M | -11.4% | -2.8% | -8.6% | -10.9% |
| YTD | +2.9% | +8.6% | -5.7% | +0.4% |
| 1Y | +10.2% | +18.9% | -8.7% | +4.1% |
| 3Y | +55.3% | +32.1% | +23.2% | +41.7% |
| 5Y | +89.6% | -5.1% | +94.7% | +89.6% |
| All | +89.6% | -2.9% | +92.5% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling