+163.0%
B vs NVS
+1,269.4%
-1,106.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.7% |
| 7D | -1.6% | +4.0% | -5.6% | -2.8% |
| 30D | +9.4% | +3.6% | +5.8% | +8.3% |
| 3M | +5.0% | +7.8% | -2.8% | +2.6% |
| 6M | -3.5% | -0.2% | -3.4% | -3.7% |
| YTD | +4.5% | +19.6% | -15.1% | -0.7% |
| 1Y | +67.8% | +28.4% | +39.4% | +56.3% |
| 3Y | +196.7% | +76.2% | +120.5% | +152.6% |
| 5Y | +151.9% | +111.1% | +40.9% | +103.8% |
| 10Y | +202.2% | +224.3% | -22.1% | +116.8% |
| All | +163.0% | +1,269.4% | -1,106.4% | +47.4% |
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