+10.2%
NVS vs EXPD
+55.4%
-45.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -1.5% | -12.4% | -13.9% |
| 7D | -14.6% | -0.9% | -13.7% | -14.5% |
| 30D | -11.9% | +4.1% | -16.0% | -12.0% |
| 3M | -6.0% | +13.8% | -19.7% | -6.3% |
| 6M | -11.4% | +27.3% | -38.7% | -12.1% |
| YTD | +2.9% | +25.4% | -22.5% | +1.3% |
| 1Y | +10.2% | +54.4% | -44.1% | +5.0% |
| All | +10.2% | +55.4% | -45.2% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling