+1,272.2%
NVS vs ES
+1,386.5%
-114.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.1% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | +11.5% | +6.7% | +4.7% | +9.6% |
| 3M | +3.7% | +0.3% | +3.4% | +3.5% |
| 6M | +10.4% | +7.4% | +3.0% | +8.3% |
| YTD | +19.8% | +8.4% | +11.4% | +17.1% |
| 1Y | +26.6% | +0.6% | +25.9% | +25.6% |
| 3Y | +90.1% | +50.6% | +39.5% | +69.4% |
| 5Y | +133.4% | +4.8% | +128.5% | +125.0% |
| 10Y | +251.0% | +93.1% | +157.9% | +187.4% |
| All | +1,272.2% | +1,386.5% | -114.3% | +677.1% |
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