+1,737.6%
ALL vs NVS
+1,272.2%
+465.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.2% |
| 7D | -2.6% | -2.8% | +0.3% | -1.4% |
| 30D | +12.7% | +11.5% | +1.3% | +7.4% |
| 3M | +0.4% | +3.7% | -3.3% | -2.0% |
| 6M | +23.8% | +10.4% | +13.4% | +17.1% |
| YTD | +27.8% | +19.8% | +8.0% | +16.1% |
| 1Y | +28.9% | +26.6% | +2.3% | +14.2% |
| 3Y | +113.9% | +90.1% | +23.8% | +55.7% |
| 5Y | +157.4% | +133.4% | +24.0% | +68.3% |
| 10Y | +369.0% | +251.0% | +118.0% | +153.0% |
| All | +1,737.6% | +1,272.2% | +465.4% | +477.9% |
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