-53.1%
TE vs NVS
+88.7%
-141.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.6% |
| 7D | +0.2% | -14.3% | +14.5% | -0.2% |
| 30D | -5.9% | -10.0% | +4.0% | -6.4% |
| 3M | -45.6% | -10.9% | -34.7% | -45.9% |
| 6M | -43.4% | -12.0% | -31.4% | -43.6% |
| YTD | -31.0% | +2.5% | -33.5% | -32.1% |
| 1Y | +145.2% | +10.7% | +134.5% | +139.7% |
| 3Y | -24.1% | +53.3% | -77.4% | -28.2% |
| 5Y | -48.1% | +93.6% | -141.7% | -52.2% |
| All | -53.1% | +88.7% | -141.8% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling