-29.9%
COMP vs NVS
+113.6%
-143.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.2% |
| 7D | +1.4% | +4.0% | -2.7% | -0.2% |
| 30D | -13.3% | +3.6% | -16.9% | -14.5% |
| 3M | +41.1% | +7.8% | +33.3% | +36.7% |
| 6M | +17.2% | -0.2% | +17.4% | +16.7% |
| YTD | +5.2% | +19.6% | -14.4% | -1.9% |
| 1Y | +18.9% | +28.4% | -9.4% | +7.9% |
| 3Y | +215.9% | +76.2% | +139.7% | +151.4% |
| All | -29.9% | +113.6% | -143.5% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling