-46.5%
COMP vs NVS
+130.4%
-176.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.4% |
| 7D | +14.5% | +1.3% | +13.2% | +14.1% |
| 30D | +14.9% | +13.9% | +1.0% | +10.0% |
| 3M | -14.2% | +4.7% | -18.9% | -15.8% |
| 6M | +23.7% | +12.1% | +11.6% | +17.9% |
| YTD | +2.1% | +22.3% | -20.3% | -5.5% |
| 1Y | +26.2% | +33.5% | -7.3% | +13.3% |
| 3Y | +470.9% | +94.7% | +376.2% | +341.5% |
| 5Y | -14.0% | +137.6% | -151.6% | -41.9% |
| All | -46.5% | +130.4% | -176.9% | -62.3% |
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