+274.0%
F vs NVS
+1,269.4%
-995.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.3% |
| 7D | +5.3% | +4.0% | +1.3% | +3.3% |
| 30D | +4.6% | +3.6% | +1.0% | +2.7% |
| 3M | -3.7% | +7.8% | -11.5% | -7.4% |
| 6M | +16.8% | -0.2% | +17.0% | +16.4% |
| YTD | +15.3% | +19.6% | -4.3% | +5.6% |
| 1Y | +31.0% | +28.4% | +2.6% | +15.9% |
| 3Y | +45.4% | +76.2% | -30.8% | +9.6% |
| 5Y | +54.7% | +111.1% | -56.4% | +5.9% |
| 10Y | +98.2% | +224.3% | -126.0% | +9.6% |
| All | +274.0% | +1,269.4% | -995.3% | +25.8% |
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