-25.5%
AR vs NVS
+291.8%
-317.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +7.4% | -1.3% | +8.6% | +7.8% |
| 30D | +5.8% | +9.3% | -3.5% | +2.6% |
| 3M | +5.2% | +5.8% | -0.6% | +2.5% |
| 6M | +5.4% | +7.2% | -1.7% | +1.9% |
| YTD | +12.4% | +20.0% | -7.5% | +3.3% |
| 1Y | +12.8% | +25.4% | -12.6% | +1.8% |
| 3Y | +47.2% | +89.2% | -42.0% | +10.2% |
| 5Y | +101.1% | +134.6% | -33.5% | +35.3% |
| 10Y | +57.6% | +251.4% | -193.7% | -11.1% |
| All | -25.5% | +291.8% | -317.3% | -54.1% |
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