+135.2%
NVS vs ESI
+36.5%
+98.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -1.3% | +5.5% | -6.8% | -1.7% |
| 30D | +9.3% | -7.8% | +17.0% | +9.8% |
| 3M | +5.8% | -15.0% | +20.8% | +6.9% |
| 6M | +7.2% | -24.9% | +32.1% | +9.2% |
| YTD | +20.0% | +33.2% | -13.3% | +13.8% |
| 1Y | +25.4% | +24.9% | +0.4% | +19.7% |
| 3Y | +89.2% | +77.8% | +11.5% | +69.4% |
| All | +135.2% | +36.5% | +98.7% | +113.8% |
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