+1,719.3%
ALL vs NVS
+1,269.4%
+449.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.5% |
| 7D | 0.0% | +4.0% | -4.0% | -1.8% |
| 30D | -1.5% | +3.6% | -5.1% | -3.2% |
| 3M | +23.6% | +7.8% | +15.8% | +19.1% |
| 6M | +22.3% | -0.2% | +22.5% | +21.6% |
| YTD | +26.5% | +19.6% | +6.9% | +15.8% |
| 1Y | +27.0% | +28.4% | -1.4% | +12.3% |
| 3Y | +149.6% | +76.2% | +73.4% | +89.1% |
| 5Y | +118.1% | +111.1% | +7.0% | +50.2% |
| 10Y | +369.0% | +224.3% | +144.7% | +163.2% |
| All | +1,719.3% | +1,269.4% | +449.9% | +476.4% |
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