+89.0%
NVS vs ESTC
+13.7%
+75.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -2.8% | -2.6% | -0.2% | -2.9% |
| 30D | +11.5% | -8.6% | +20.1% | +11.3% |
| 3M | +3.7% | +14.4% | -10.7% | +4.0% |
| 6M | +10.4% | +73.3% | -62.9% | +11.5% |
| YTD | +19.8% | +15.7% | +4.1% | +20.9% |
| 1Y | +26.6% | -7.6% | +34.2% | +27.7% |
| All | +89.0% | +13.7% | +75.3% | +89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling