+92.9%
NVS vs EXPD
+68.8%
+24.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.6% | +0.6% |
| 7D | +1.1% | -7.2% | +8.3% | +1.9% |
| 30D | +13.4% | -3.3% | +16.7% | +13.8% |
| 3M | +5.4% | +3.4% | +2.0% | +5.0% |
| 6M | +9.6% | +22.7% | -13.1% | +7.1% |
| YTD | +21.5% | +24.5% | -3.0% | +17.8% |
| 1Y | +32.3% | +38.6% | -6.3% | +26.1% |
| 3Y | +92.9% | +71.5% | +21.4% | +74.0% |
| All | +92.9% | +68.8% | +24.1% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling