+269.3%
C vs NVS
+55.0%
+214.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.9% | +13.2% | +1.2% |
| 7D | +3.2% | -14.6% | +17.8% | +5.3% |
| 30D | +1.3% | -11.9% | +13.2% | +2.9% |
| 3M | +3.1% | -6.0% | +9.1% | +3.5% |
| 6M | +29.6% | -11.4% | +41.0% | +31.2% |
| YTD | +19.0% | +2.9% | +16.0% | +17.4% |
| 1Y | +45.6% | +10.2% | +35.4% | +41.8% |
| 3Y | +269.3% | +55.3% | +214.0% | +224.2% |
| All | +269.3% | +55.0% | +214.3% | +224.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling