+591.3%
SEI vs NVS
+54.2%
+537.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.1% |
| 7D | +22.6% | -14.3% | +36.9% | +19.6% |
| 30D | +9.1% | -10.0% | +19.0% | +6.8% |
| 3M | -11.3% | -10.9% | -0.4% | -13.2% |
| 6M | +22.0% | -12.0% | +34.0% | +19.0% |
| YTD | +47.3% | +2.5% | +44.8% | +44.2% |
| 1Y | +124.8% | +10.7% | +114.1% | +120.1% |
| 3Y | +591.3% | +53.3% | +538.0% | +538.4% |
| All | +591.3% | +54.2% | +537.1% | +538.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling