+180.2%
NVS vs ESTC
+31.2%
+149.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.7% |
| 7D | +4.0% | -8.1% | +12.1% | +4.4% |
| 30D | +3.6% | +31.7% | -28.1% | +2.2% |
| 3M | +7.8% | +41.1% | -33.2% | +5.9% |
| 6M | -0.2% | +77.1% | -77.2% | -3.2% |
| YTD | +19.6% | +21.7% | -2.1% | +18.0% |
| 1Y | +28.4% | +8.4% | +20.0% | +27.2% |
| 3Y | +76.2% | +23.6% | +52.6% | +68.6% |
| 5Y | +111.1% | -46.5% | +157.5% | +112.6% |
| All | +180.2% | +31.2% | +149.0% | +135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling