+61.9%
D vs NVS
+55.0%
+6.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -13.9% | +14.5% | +4.7% |
| 7D | +0.8% | -14.6% | +15.4% | +5.2% |
| 30D | -0.7% | -11.9% | +11.2% | +2.3% |
| 3M | +2.1% | -6.0% | +8.0% | +2.4% |
| 6M | +6.8% | -11.4% | +18.2% | +9.6% |
| YTD | +16.5% | +2.9% | +13.6% | +12.3% |
| 1Y | +19.2% | +10.2% | +8.9% | +11.4% |
| 3Y | +61.9% | +55.3% | +6.5% | +31.5% |
| All | +61.9% | +55.0% | +6.9% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling