+91.7%
NVS vs EXR
-13.9%
+105.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | +0.3% |
| 7D | -15.4% | -3.1% | -12.3% | -14.9% |
| 30D | -12.3% | -7.5% | -4.8% | -11.0% |
| 3M | -7.8% | -7.5% | -0.3% | -6.4% |
| 6M | -13.0% | -5.2% | -7.8% | -12.1% |
| YTD | +2.8% | +6.5% | -3.8% | +1.5% |
| 1Y | +10.6% | -2.0% | +12.7% | +10.8% |
| 3Y | +55.1% | +21.5% | +33.5% | +50.1% |
| 5Y | +91.7% | -11.5% | +103.2% | +92.5% |
| All | +91.7% | -13.9% | +105.5% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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