+143.7%
AR vs NVS
+89.9%
+53.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -1.2% | -15.4% | +14.2% | +1.6% |
| 30D | +5.5% | -12.3% | +17.8% | +7.7% |
| 3M | +12.9% | -7.8% | +20.7% | +13.9% |
| 6M | +0.1% | -13.0% | +13.1% | +2.2% |
| YTD | +13.5% | +2.8% | +10.8% | +10.6% |
| 1Y | +21.6% | +10.6% | +10.9% | +15.8% |
| 3Y | +46.0% | +55.1% | -9.1% | +21.3% |
| 5Y | +143.7% | +91.7% | +52.1% | +87.3% |
| All | +143.7% | +89.9% | +53.8% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling