+82.2%
C vs NVS
+1,269.4%
-1,187.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.9% |
| 7D | +3.6% | +4.0% | -0.4% | +0.9% |
| 30D | +0.1% | +3.6% | -3.5% | -2.5% |
| 3M | +2.4% | +7.8% | -5.4% | -3.2% |
| 6M | +24.9% | -0.2% | +25.1% | +23.7% |
| YTD | +19.8% | +19.6% | +0.2% | +4.9% |
| 1Y | +44.9% | +28.4% | +16.5% | +20.5% |
| 3Y | +263.0% | +76.2% | +186.8% | +137.7% |
| 5Y | +129.5% | +111.1% | +18.4% | +30.8% |
| 10Y | +291.6% | +224.3% | +67.4% | +64.5% |
| All | +82.2% | +1,269.4% | -1,187.2% | -66.6% |
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