-18.0%
GIS vs NVS
+27.7%
-45.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.1% |
| 7D | -7.8% | +4.0% | -11.9% | -8.5% |
| 30D | +6.6% | +3.6% | +3.0% | +5.8% |
| 3M | +21.0% | +7.8% | +13.2% | +19.1% |
| 6M | -9.1% | -0.2% | -8.9% | -9.7% |
| YTD | -13.6% | +19.6% | -33.2% | -16.5% |
| 1Y | -18.0% | +28.4% | -46.4% | -22.4% |
| All | -18.0% | +27.7% | -45.7% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling