+3,552.3%
ASX vs NVS
+953.0%
+2,599.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.1% |
| 7D | -0.7% | +4.0% | -4.7% | -2.6% |
| 30D | +2.0% | +3.6% | -1.6% | -0.1% |
| 3M | -1.3% | +7.8% | -9.1% | -5.8% |
| 6M | +71.4% | -0.2% | +71.6% | +69.5% |
| YTD | +135.3% | +19.6% | +115.7% | +113.4% |
| 1Y | +267.5% | +28.4% | +239.1% | +220.6% |
| 3Y | +388.5% | +76.2% | +312.3% | +256.6% |
| 5Y | +417.1% | +111.1% | +306.0% | +239.0% |
| 10Y | +872.7% | +224.3% | +648.5% | +405.2% |
| All | +3,552.3% | +953.0% | +2,599.3% | +978.6% |
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