+67.3%
F vs NVS
+260.1%
-192.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.1% | -1.3% | -1.8% | -2.5% |
| 30D | 0.0% | +9.3% | -9.2% | -3.9% |
| 3M | -13.2% | +5.8% | -19.0% | -16.0% |
| 6M | -10.2% | +7.2% | -17.4% | -13.9% |
| YTD | -4.9% | +20.0% | -24.9% | -13.6% |
| 1Y | -6.1% | +25.4% | -31.5% | -16.4% |
| 3Y | +46.0% | +89.2% | -43.2% | +4.2% |
| 5Y | -15.7% | +134.6% | -150.3% | -47.4% |
| All | +67.3% | +260.1% | -192.8% | -6.7% |
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