+207.2%
C vs NVS
+259.5%
-52.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +4.7% | -1.0% | +5.8% | +5.2% |
| 30D | +0.2% | +12.5% | -12.4% | -5.4% |
| 3M | -9.3% | +5.2% | -14.5% | -12.6% |
| 6M | -0.8% | +8.2% | -9.0% | -6.2% |
| YTD | +8.5% | +19.8% | -11.3% | -3.6% |
| 1Y | +23.1% | +24.8% | -1.7% | +6.8% |
| 3Y | +220.8% | +90.0% | +130.8% | +109.0% |
| 5Y | +112.4% | +134.3% | -21.9% | +16.7% |
| All | +207.2% | +259.5% | -52.3% | +47.2% |
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