-44.8%
COMP vs NVS
+125.2%
-170.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.2% |
| 7D | +1.4% | +4.0% | -2.7% | -0.1% |
| 30D | -13.3% | +3.6% | -16.9% | -14.4% |
| 3M | +41.1% | +7.8% | +33.3% | +36.9% |
| 6M | +17.2% | -0.2% | +17.4% | +16.7% |
| YTD | +5.2% | +19.6% | -14.4% | -1.6% |
| 1Y | +18.9% | +28.4% | -9.4% | +8.4% |
| 3Y | +215.9% | +76.2% | +139.7% | +155.3% |
| 5Y | -31.2% | +111.1% | -142.3% | -52.9% |
| All | -44.8% | +125.2% | -170.0% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling