+199.9%
B vs NVS
+180.2%
+19.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -5.0% | -15.7% | +10.7% | +0.5% |
| 30D | +8.7% | -11.1% | +19.8% | +12.7% |
| 3M | +17.3% | -7.2% | +24.5% | +19.5% |
| 6M | -5.0% | -12.3% | +7.3% | -1.2% |
| YTD | +1.4% | +2.8% | -1.3% | -0.3% |
| 1Y | +50.5% | +11.9% | +38.6% | +43.3% |
| 3Y | +194.4% | +55.1% | +139.3% | +148.3% |
| 5Y | +156.7% | +94.1% | +62.6% | +99.6% |
| All | +199.9% | +180.2% | +19.7% | +126.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling