+181.1%
NVS vs ESTC
+25.9%
+155.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -1.3% | +2.4% | -3.7% | -1.4% |
| 30D | +9.3% | -4.2% | +13.5% | +9.4% |
| 3M | +5.8% | +2.5% | +3.3% | +5.5% |
| 6M | +7.2% | +81.5% | -74.3% | +3.8% |
| YTD | +20.0% | +16.8% | +3.1% | +18.4% |
| 1Y | +25.4% | -3.5% | +28.8% | +25.0% |
| 3Y | +89.2% | +17.7% | +71.5% | +81.6% |
| 5Y | +134.6% | -51.7% | +186.4% | +138.7% |
| All | +181.1% | +25.9% | +155.1% | +136.1% |
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