+122.4%
B vs NVS
+1,271.6%
-1,149.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -6.2% | -1.0% | -5.2% | -5.9% |
| 30D | -6.6% | +12.5% | -19.1% | -9.6% |
| 3M | -7.9% | +5.2% | -13.1% | -9.6% |
| 6M | -16.8% | +8.2% | -25.0% | -19.1% |
| YTD | -11.7% | +19.8% | -31.4% | -16.4% |
| 1Y | +3.5% | +24.8% | -21.3% | -3.2% |
| 3Y | +165.7% | +90.0% | +75.7% | +121.1% |
| 5Y | +108.4% | +134.3% | -25.8% | +63.6% |
| 10Y | +212.7% | +250.8% | -38.1% | +119.3% |
| All | +122.4% | +1,271.6% | -1,149.2% | +24.1% |
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