-78.0%
SE vs NVS
+134.2%
-212.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | -0.5% | -1.3% | +0.8% | 0.0% |
| 30D | -20.9% | +9.3% | -30.2% | -23.6% |
| 3M | -38.9% | +5.8% | -44.7% | -40.8% |
| 6M | -19.4% | +7.2% | -26.6% | -23.0% |
| YTD | -40.9% | +20.0% | -60.9% | -46.6% |
| 1Y | -46.2% | +25.4% | -71.6% | -52.4% |
| 3Y | +63.7% | +89.2% | -25.5% | +10.3% |
| All | -78.0% | +134.2% | -212.2% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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