+77.4%
LNG vs NVS
+54.2%
+23.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -4.7% | -14.3% | +9.6% | -2.7% |
| 30D | +3.8% | -10.0% | +13.8% | +5.4% |
| 3M | +16.2% | -10.9% | +27.0% | +17.9% |
| 6M | +11.7% | -12.0% | +23.7% | +13.6% |
| YTD | +44.2% | +2.5% | +41.7% | +41.4% |
| 1Y | +18.6% | +10.7% | +7.9% | +14.1% |
| 3Y | +77.4% | +53.3% | +24.1% | +59.6% |
| All | +77.4% | +54.2% | +23.2% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling