-66.9%
SE vs NVS
+92.5%
-159.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -4.8% | -15.7% | +10.9% | +1.2% |
| 30D | -18.1% | -11.1% | -7.0% | -15.0% |
| 3M | +30.6% | -7.2% | +37.8% | +32.1% |
| 6M | +20.8% | -12.3% | +33.1% | +25.4% |
| YTD | -15.6% | +2.8% | -18.3% | -18.9% |
| 1Y | -44.2% | +11.9% | -56.2% | -48.8% |
| 3Y | +181.5% | +55.1% | +126.5% | +108.3% |
| 5Y | -66.9% | +94.1% | -161.0% | -79.6% |
| All | -66.9% | +92.5% | -159.4% | -79.6% |
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