+294.7%
C vs NVS
+177.6%
+117.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.9% |
| 7D | +2.6% | -15.4% | +18.0% | +10.4% |
| 30D | +1.9% | -12.3% | +14.2% | +7.4% |
| 3M | +2.8% | -7.8% | +10.6% | +5.3% |
| 6M | +30.6% | -13.0% | +43.5% | +37.5% |
| YTD | +19.9% | +2.8% | +17.1% | +14.9% |
| 1Y | +44.6% | +10.6% | +33.9% | +32.5% |
| 3Y | +272.1% | +55.1% | +217.1% | +170.8% |
| 5Y | +132.0% | +91.7% | +40.3% | +42.9% |
| 10Y | +294.7% | +181.2% | +113.4% | +112.0% |
| All | +294.7% | +177.6% | +117.0% | +112.0% |
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