+21.3%
AR vs NVS
+27.7%
-6.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.9% |
| 7D | +2.5% | +4.0% | -1.5% | +2.8% |
| 30D | +14.8% | +3.6% | +11.2% | +15.1% |
| 3M | +6.2% | +7.8% | -1.6% | +7.5% |
| 6M | +4.3% | -0.2% | +4.5% | +5.2% |
| YTD | +14.4% | +19.6% | -5.2% | +13.5% |
| 1Y | +21.3% | +28.4% | -7.0% | +18.7% |
| All | +21.3% | +27.7% | -6.4% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling