+265.6%
NVS vs ESI
+224.6%
+40.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -2.3% |
| 7D | +4.0% | +3.3% | +0.7% | +3.6% |
| 30D | +3.6% | -5.9% | +9.5% | +4.2% |
| 3M | +7.8% | -14.1% | +21.9% | +9.3% |
| 6M | -0.2% | +6.6% | -6.7% | -2.1% |
| YTD | +19.6% | +45.0% | -25.5% | +12.5% |
| 1Y | +28.4% | +41.5% | -13.1% | +20.9% |
| 3Y | +76.2% | +78.8% | -2.6% | +58.6% |
| 5Y | +111.1% | +70.9% | +40.2% | +88.6% |
| 10Y | +224.3% | +317.1% | -92.8% | +146.8% |
| All | +265.6% | +224.6% | +40.9% | +193.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling