-17.9%
COMP vs NVS
+135.2%
-153.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.4% | +10.4% | +10.6% |
| 7D | +13.4% | +1.1% | +12.3% | +13.1% |
| 30D | +11.1% | +13.4% | -2.4% | +6.4% |
| 3M | -18.8% | +5.4% | -24.2% | -20.6% |
| 6M | +10.5% | +9.6% | +0.9% | +6.1% |
| YTD | -3.4% | +21.5% | -24.9% | -10.5% |
| 1Y | +19.7% | +32.3% | -12.6% | +7.4% |
| 3Y | +381.6% | +92.9% | +288.7% | +268.8% |
| All | -17.9% | +135.2% | -153.0% | -47.1% |
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 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