+45.5%
SRE vs NVS
+92.9%
-47.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -0.8% | -14.3% | +13.4% | +3.2% |
| 30D | -3.0% | -10.0% | +6.9% | -0.9% |
| 3M | -8.3% | -10.9% | +2.6% | -6.1% |
| 6M | -8.9% | -12.0% | +3.1% | -6.5% |
| YTD | -4.3% | +2.5% | -6.8% | -7.0% |
| 1Y | +2.7% | +10.7% | -7.9% | -3.1% |
| 3Y | +28.7% | +53.3% | -24.6% | +5.7% |
| All | +45.5% | +92.9% | -47.4% | +5.2% |
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 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