+35.6%
D vs NVS
+180.2%
-144.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -0.4% | -15.4% | +14.9% | +5.7% |
| 30D | -2.1% | -12.3% | +10.2% | +2.2% |
| 3M | -0.7% | -7.8% | +7.1% | +1.2% |
| 6M | +5.6% | -13.0% | +18.6% | +10.2% |
| YTD | +14.6% | +2.8% | +11.8% | +11.0% |
| 1Y | +15.3% | +10.6% | +4.7% | +7.9% |
| 3Y | +59.1% | +55.1% | +4.1% | +27.2% |
| 5Y | +3.9% | +91.7% | -87.8% | -25.5% |
| All | +35.6% | +180.2% | -144.6% | -8.2% |
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