-10.0%
LOW vs NVS
+54.6%
-64.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.6% | -15.7% | +13.1% | +2.4% |
| 30D | -11.1% | -11.1% | -0.1% | -8.4% |
| 3M | -8.5% | -7.2% | -1.3% | -7.3% |
| 6M | -20.8% | -12.3% | -8.5% | -18.2% |
| YTD | -17.2% | +2.8% | -20.0% | -18.7% |
| 1Y | -24.7% | +11.9% | -36.7% | -28.1% |
| All | -10.0% | +54.6% | -64.6% | -22.8% |
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 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