+632.4%
GEV vs NVS
+53.5%
+578.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | +1.6% | -14.3% | +15.9% | +0.5% |
| 30D | -7.9% | -10.0% | +2.0% | -8.6% |
| 3M | +5.6% | -10.9% | +16.5% | +4.9% |
| 6M | +13.1% | -12.0% | +25.0% | +11.8% |
| YTD | +46.7% | +2.5% | +44.2% | +48.1% |
| 1Y | +51.3% | +10.7% | +40.6% | +54.5% |
| All | +632.4% | +53.5% | +578.9% | +770.2% |
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