+140.2%
NVS vs ESTC
+19.1%
+121.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -14.3% | -9.2% | -5.1% | -13.9% |
| 30D | -10.0% | +8.1% | -18.0% | -10.4% |
| 3M | -10.9% | +38.5% | -49.4% | -12.4% |
| 6M | -12.0% | +57.8% | -69.8% | -14.2% |
| YTD | +2.5% | +10.5% | -8.0% | +1.6% |
| 1Y | +10.7% | -6.4% | +17.0% | +10.5% |
| 3Y | +53.3% | +4.7% | +48.6% | +48.2% |
| 5Y | +93.6% | -47.8% | +141.4% | +94.3% |
| All | +140.2% | +19.1% | +121.1% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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