+135.5%
NVS vs EXPD
+55.6%
+80.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.6% | +0.7% |
| 7D | +1.1% | -7.2% | +8.3% | +2.0% |
| 30D | +13.4% | -3.3% | +16.7% | +13.9% |
| 3M | +5.4% | +3.4% | +2.0% | +4.9% |
| 6M | +9.6% | +22.7% | -13.1% | +6.7% |
| YTD | +21.5% | +24.5% | -3.0% | +17.5% |
| 1Y | +32.3% | +38.6% | -6.3% | +25.9% |
| 3Y | +92.9% | +71.5% | +21.4% | +76.3% |
| All | +135.5% | +55.6% | +80.0% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling