+1,297.4%
NVS vs EXPD
+9,748.3%
-8,450.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +2.5% | -7.4% | +9.9% | +3.7% |
| 30D | +13.6% | -2.1% | +15.7% | +13.9% |
| 3M | +4.1% | +5.7% | -1.6% | +3.1% |
| 6M | +11.8% | +21.4% | -9.6% | +8.1% |
| YTD | +22.0% | +27.6% | -5.6% | +16.4% |
| 1Y | +32.3% | +36.1% | -3.9% | +24.9% |
| 3Y | +93.6% | +69.9% | +23.7% | +74.7% |
| 5Y | +136.7% | +59.7% | +77.0% | +113.3% |
| 10Y | +254.6% | +323.0% | -68.4% | +169.6% |
| All | +1,297.4% | +9,748.3% | -8,450.9% | +543.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling