+94.1%
NVS vs ESI
+66.0%
+28.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.4% |
| 7D | -15.7% | -2.3% | -13.4% | -15.6% |
| 30D | -11.1% | -9.0% | -2.0% | -10.4% |
| 3M | -7.2% | -13.3% | +6.1% | -6.5% |
| 6M | -12.3% | +5.3% | -17.6% | -13.9% |
| YTD | +2.8% | +37.6% | -34.9% | -2.4% |
| 1Y | +11.9% | +33.6% | -21.7% | +6.5% |
| 3Y | +55.1% | +75.8% | -20.7% | +40.2% |
| 5Y | +94.1% | +68.6% | +25.5% | +73.2% |
| All | +94.1% | +66.0% | +28.1% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling