+291.3%
IR vs NVS
+210.1%
+81.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.2% |
| 7D | -2.8% | +4.0% | -6.8% | -4.8% |
| 30D | -15.1% | +3.6% | -18.7% | -16.8% |
| 3M | +6.1% | +7.8% | -1.7% | +1.6% |
| 6M | -16.8% | -0.2% | -16.6% | -17.2% |
| YTD | -3.5% | +19.6% | -23.1% | -12.2% |
| 1Y | -3.5% | +28.4% | -31.9% | -15.3% |
| 3Y | +9.5% | +76.2% | -66.7% | -20.0% |
| 5Y | +45.1% | +111.1% | -66.0% | -6.3% |
| All | +291.3% | +210.1% | +81.2% | +113.1% |
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 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