+36.0%
NVS vs ESI
+27.8%
+8.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.6% | +8.2% | +3.6% |
| 7D | +5.7% | -6.6% | +12.3% | +5.8% |
| 30D | +17.1% | -10.9% | +28.0% | +17.2% |
| 3M | +7.6% | -13.8% | +21.5% | +8.0% |
| 6M | +14.1% | -21.5% | +35.6% | +14.5% |
| YTD | +23.3% | +34.7% | -11.4% | +13.5% |
| 1Y | +36.0% | +24.9% | +11.1% | +27.0% |
| All | +36.0% | +27.8% | +8.2% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling