+48.8%
D vs NVS
+259.5%
-210.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.1% | -1.0% | -2.0% | -2.7% |
| 30D | +8.4% | +12.5% | -4.2% | +3.3% |
| 3M | +0.2% | +5.2% | -5.0% | -2.8% |
| 6M | +9.5% | +8.2% | +1.3% | +4.6% |
| YTD | +18.8% | +19.8% | -1.0% | +8.1% |
| 1Y | +14.7% | +24.8% | -10.1% | +2.4% |
| 3Y | +72.9% | +90.0% | -17.1% | +26.4% |
| 5Y | +13.1% | +134.3% | -121.1% | -26.3% |
| All | +48.8% | +259.5% | -210.7% | -11.0% |
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 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