+1,076.7%
NVS vs EVRG
+998.1%
+78.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.1% |
| 7D | -15.4% | +0.6% | -15.9% | -15.5% |
| 30D | -12.3% | -0.2% | -12.1% | -12.3% |
| 3M | -7.8% | -0.5% | -7.4% | -7.8% |
| 6M | -13.0% | +0.2% | -13.2% | -13.1% |
| YTD | +2.8% | +14.9% | -12.1% | -0.8% |
| 1Y | +10.6% | +18.2% | -7.6% | +6.1% |
| 3Y | +55.1% | +70.2% | -15.1% | +35.9% |
| 5Y | +91.7% | +45.3% | +46.3% | +73.2% |
| 10Y | +181.2% | +112.4% | +68.8% | +127.2% |
| All | +1,076.7% | +998.1% | +78.6% | +569.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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