+1,146.7%
D vs NVS
+1,269.4%
-122.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.1% |
| 7D | +1.5% | +4.0% | -2.6% | +0.2% |
| 30D | -2.6% | +3.6% | -6.2% | -3.8% |
| 3M | 0.0% | +7.8% | -7.8% | -2.5% |
| 6M | +7.4% | -0.2% | +7.5% | +7.0% |
| YTD | +15.9% | +19.6% | -3.7% | +9.2% |
| 1Y | +18.1% | +28.4% | -10.3% | +8.8% |
| 3Y | +58.4% | +76.2% | -17.8% | +32.1% |
| 5Y | +5.2% | +111.1% | -105.9% | -17.4% |
| 10Y | +35.9% | +224.3% | -188.4% | -5.6% |
| All | +1,146.7% | +1,269.4% | -122.7% | +523.9% |
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