-49.1%
COMP vs NVS
+125.7%
-174.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.4% |
| 7D | +2.2% | -2.8% | +5.0% | +3.4% |
| 30D | +16.3% | +11.5% | +4.9% | +12.2% |
| 3M | -19.1% | +3.7% | -22.8% | -20.3% |
| 6M | +17.1% | +10.4% | +6.7% | +12.2% |
| YTD | -2.9% | +19.8% | -22.8% | -9.4% |
| 1Y | +8.8% | +26.6% | -17.8% | -0.5% |
| 3Y | +423.5% | +90.1% | +333.4% | +308.5% |
| 5Y | -10.5% | +133.4% | -143.8% | -39.0% |
| All | -49.1% | +125.7% | -174.8% | -63.9% |
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