+131.0%
HOOD vs NVS
+133.6%
-2.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | +3.8% | -1.0% | +4.8% | +4.0% |
| 30D | -26.4% | +12.5% | -38.9% | -28.5% |
| 3M | -14.3% | +5.2% | -19.5% | -15.4% |
| 6M | +3.9% | +8.2% | -4.2% | +1.5% |
| YTD | -28.1% | +19.8% | -47.8% | -31.3% |
| 1Y | -38.8% | +24.8% | -63.6% | -42.1% |
| 3Y | +888.5% | +90.0% | +798.4% | +731.2% |
| 5Y | +131.0% | +134.3% | -3.2% | +77.1% |
| All | +131.0% | +133.6% | -2.5% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling