+18.6%
LNG vs NVS
+10.8%
+7.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -4.7% | -14.3% | +9.6% | -4.3% |
| 30D | +3.8% | -10.0% | +13.8% | +4.8% |
| 3M | +16.2% | -10.9% | +27.0% | +17.0% |
| 6M | +11.7% | -12.0% | +23.7% | +12.5% |
| YTD | +44.2% | +2.5% | +41.7% | +42.0% |
| 1Y | +18.6% | +10.7% | +7.9% | +15.8% |
| All | +18.6% | +10.8% | +7.7% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling