+23.8%
ALL vs NVS
+9.4%
+14.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.8% |
| 7D | -2.6% | -2.8% | +0.3% | -2.0% |
| 30D | +12.7% | +11.5% | +1.3% | +10.5% |
| 3M | +0.4% | +3.7% | -3.3% | -0.3% |
| 6M | +23.8% | +10.4% | +13.4% | +22.0% |
| All | +23.8% | +9.4% | +14.4% | +22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling