-24.2%
AR vs NVS
+290.6%
-314.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.1% |
| 7D | +2.5% | +4.0% | -1.5% | +1.1% |
| 30D | +14.8% | +3.6% | +11.2% | +13.3% |
| 3M | +6.2% | +7.8% | -1.6% | +3.1% |
| 6M | +4.3% | -0.2% | +4.5% | +3.6% |
| YTD | +14.4% | +19.6% | -5.2% | +5.9% |
| 1Y | +21.3% | +28.4% | -7.0% | +9.1% |
| 3Y | +39.8% | +76.2% | -36.4% | +8.6% |
| 5Y | +142.1% | +111.1% | +31.0% | +71.5% |
| 10Y | +52.0% | +224.3% | -172.2% | -10.8% |
| All | -24.2% | +290.6% | -314.8% | -53.0% |
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