+1,301.1%
NVS vs ES
+1,364.4%
-63.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +13.9% | +5.7% | +8.2% | +12.3% |
| 3M | +4.7% | -2.8% | +7.5% | +5.3% |
| 6M | +12.1% | +7.0% | +5.1% | +10.0% |
| YTD | +22.3% | +6.8% | +15.6% | +20.0% |
| 1Y | +33.5% | -0.5% | +34.0% | +32.9% |
| 3Y | +94.7% | +47.2% | +47.6% | +74.5% |
| 5Y | +137.6% | +2.3% | +135.3% | +130.4% |
| 10Y | +254.5% | +85.6% | +168.8% | +193.0% |
| All | +1,301.1% | +1,364.4% | -63.3% | +696.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling