+158.8%
B vs NVS
+89.9%
+68.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +1.0% | -15.4% | +16.4% | +7.5% |
| 30D | +9.5% | -12.3% | +21.8% | +14.6% |
| 3M | +14.3% | -7.8% | +22.1% | +16.8% |
| 6M | -1.9% | -13.0% | +11.1% | +2.8% |
| YTD | +4.1% | +2.8% | +1.3% | +1.8% |
| 1Y | +56.1% | +10.6% | +45.5% | +47.8% |
| 3Y | +202.0% | +55.1% | +146.9% | +146.2% |
| 5Y | +158.8% | +91.7% | +67.1% | +86.3% |
| All | +158.8% | +89.9% | +68.9% | +86.3% |
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