+133.4%
NVS vs ESTC
-51.0%
+184.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -2.8% | -2.6% | -0.2% | -2.8% |
| 30D | +11.5% | -8.6% | +20.1% | +11.5% |
| 3M | +3.7% | +14.4% | -10.7% | +3.5% |
| 6M | +10.4% | +73.3% | -62.9% | +9.6% |
| YTD | +19.8% | +15.7% | +4.1% | +19.7% |
| 1Y | +26.6% | -7.6% | +34.2% | +27.0% |
| 3Y | +90.1% | +14.6% | +75.5% | +87.2% |
| 5Y | +133.4% | -50.0% | +183.4% | +128.3% |
| All | +133.4% | -51.0% | +184.4% | +128.3% |
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