+2,628.6%
LEN vs NVS
+1,076.7%
+1,551.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.6% |
| 7D | -3.4% | -15.4% | +12.0% | +4.8% |
| 30D | -5.7% | -12.3% | +6.7% | +0.2% |
| 3M | -12.2% | -7.8% | -4.4% | -9.4% |
| 6M | -18.3% | -13.0% | -5.3% | -13.1% |
| YTD | -20.2% | +2.8% | -22.9% | -22.4% |
| 1Y | -40.1% | +10.6% | -50.7% | -44.1% |
| 3Y | -26.2% | +55.1% | -81.3% | -43.1% |
| 5Y | -9.8% | +91.7% | -101.5% | -38.7% |
| 10Y | +109.1% | +181.2% | -72.1% | +15.5% |
| All | +2,628.6% | +1,076.7% | +1,551.9% | +698.1% |
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