+89.6%
NVS vs ESTC
-47.2%
+136.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.7% | -10.2% | -13.9% |
| 7D | -14.6% | -4.3% | -10.3% | -14.6% |
| 30D | -11.9% | +17.7% | -29.6% | -12.1% |
| 3M | -6.0% | +42.3% | -48.2% | -6.3% |
| 6M | -11.4% | +64.6% | -75.9% | -11.9% |
| YTD | +2.9% | +17.2% | -14.3% | +2.9% |
| 1Y | +10.2% | -4.2% | +14.4% | +10.6% |
| 3Y | +55.3% | +13.5% | +41.8% | +53.1% |
| 5Y | +89.6% | -45.5% | +135.2% | +83.7% |
| All | +89.6% | -47.2% | +136.8% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling