+648.8%
SEI vs NVS
+166.5%
+482.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | +20.7% | -15.7% | +36.4% | +25.5% |
| 30D | +9.1% | -11.1% | +20.2% | +11.1% |
| 3M | -6.0% | -7.2% | +1.2% | -6.3% |
| 6M | +18.9% | -12.3% | +31.3% | +20.9% |
| YTD | +40.1% | +2.8% | +37.4% | +33.3% |
| 1Y | +120.6% | +11.9% | +108.7% | +101.9% |
| 3Y | +562.1% | +55.1% | +507.1% | +402.5% |
| 5Y | +954.5% | +94.1% | +860.4% | +581.8% |
| All | +648.8% | +166.5% | +482.3% | +302.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling