+53.7%
NVS vs ESI
+81.4%
-27.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -15.4% | +3.9% | -19.3% | -15.6% |
| 30D | -12.3% | -3.8% | -8.5% | -12.2% |
| 3M | -7.8% | -13.1% | +5.3% | -7.3% |
| 6M | -13.0% | +11.3% | -24.3% | -14.8% |
| YTD | +2.8% | +44.1% | -41.3% | -1.8% |
| 1Y | +10.6% | +40.3% | -29.7% | +5.8% |
| All | +53.7% | +81.4% | -27.7% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling