+174.9%
NVS vs ESI
+312.8%
-137.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -14.3% | -4.6% | -9.6% | -13.8% |
| 30D | -10.0% | -10.5% | +0.6% | -8.7% |
| 3M | -10.9% | -19.8% | +8.9% | -8.7% |
| 6M | -12.0% | +5.8% | -17.8% | -13.9% |
| YTD | +2.5% | +38.3% | -35.8% | -3.9% |
| 1Y | +10.7% | +31.5% | -20.8% | +4.3% |
| 3Y | +53.3% | +80.7% | -27.4% | +35.0% |
| 5Y | +93.6% | +69.4% | +24.2% | +69.3% |
| All | +174.9% | +312.8% | -137.9% | +93.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling