+274.5%
IR vs NVS
+166.5%
+108.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.1% | -15.7% | +12.6% | +4.2% |
| 30D | -14.0% | -11.1% | -2.9% | -10.2% |
| 3M | +3.7% | -7.2% | +10.9% | +5.8% |
| 6M | -15.4% | -12.3% | -3.1% | -11.2% |
| YTD | -7.7% | +2.8% | -10.4% | -10.4% |
| 1Y | -8.8% | +11.9% | -20.8% | -15.3% |
| 3Y | +5.6% | +55.1% | -49.5% | -18.9% |
| 5Y | +34.3% | +94.1% | -59.7% | -11.1% |
| All | +274.5% | +166.5% | +108.1% | +117.3% |
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