+109.7%
SEI vs NVS
+27.7%
+82.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.9% | +5.3% | +3.2% |
| 7D | +10.2% | +4.0% | +6.2% | +10.8% |
| 30D | -1.0% | +3.6% | -4.6% | -0.3% |
| 3M | -27.9% | +7.8% | -35.7% | -27.6% |
| 6M | +10.4% | -0.2% | +10.6% | +9.6% |
| YTD | +20.1% | +19.6% | +0.6% | +23.6% |
| 1Y | +109.7% | +28.4% | +81.4% | +120.2% |
| All | +109.7% | +27.7% | +82.0% | +120.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling