+218.0%
F vs NVS
+1,297.4%
-1,079.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.6% |
| 7D | +1.0% | +2.5% | -1.5% | -0.2% |
| 30D | +2.1% | +13.6% | -11.4% | -3.7% |
| 3M | -10.3% | +4.1% | -14.4% | -12.5% |
| 6M | +3.3% | +11.8% | -8.5% | -2.8% |
| YTD | -2.0% | +22.0% | -24.0% | -11.5% |
| 1Y | -2.3% | +32.3% | -34.5% | -15.0% |
| 3Y | +49.9% | +93.6% | -43.7% | +7.5% |
| 5Y | -12.5% | +136.7% | -149.2% | -43.5% |
| 10Y | +74.3% | +254.6% | -180.4% | -7.9% |
| All | +218.0% | +1,297.4% | -1,079.4% | +5.4% |
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