+8.8%
COMP vs NVS
+28.3%
-19.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.5% |
| 7D | +2.2% | -2.8% | +5.0% | +3.6% |
| 30D | +16.3% | +11.5% | +4.9% | +12.2% |
| 3M | -19.1% | +3.7% | -22.8% | -20.2% |
| 6M | +17.1% | +10.4% | +6.7% | +10.3% |
| YTD | -2.9% | +19.8% | -22.8% | -6.6% |
| 1Y | +8.8% | +26.6% | -17.8% | +3.1% |
| All | +8.8% | +28.3% | -19.4% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling