+225.5%
HOOD vs NVS
+79.1%
+146.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -9.1% | -15.7% | +6.6% | -5.8% |
| 30D | +20.1% | -11.1% | +31.2% | +23.2% |
| 3M | +31.2% | -7.2% | +38.4% | +33.1% |
| 6M | +44.3% | -12.3% | +56.6% | +47.8% |
| YTD | +0.2% | +2.8% | -2.5% | -0.2% |
| 1Y | -3.5% | +11.9% | -15.5% | -5.5% |
| 3Y | +955.2% | +55.1% | +900.1% | +868.8% |
| 5Y | +175.3% | +94.1% | +81.2% | +124.7% |
| All | +225.5% | +79.1% | +146.4% | +100.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling