+627.7%
GEV vs NVS
+53.9%
+573.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +3.2% | -15.4% | +18.5% | +2.0% |
| 30D | -4.0% | -12.3% | +8.3% | -4.8% |
| 3M | +3.4% | -7.8% | +11.2% | +2.6% |
| 6M | +14.7% | -13.0% | +27.7% | +13.4% |
| YTD | +45.8% | +2.8% | +43.0% | +47.2% |
| 1Y | +57.4% | +10.6% | +46.7% | +60.7% |
| All | +627.7% | +53.9% | +573.8% | +764.7% |
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 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