+5.2%
LOW vs NVS
+92.9%
-87.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.7% | -14.3% | +10.5% | +1.0% |
| 30D | -8.9% | -10.0% | +1.1% | -6.2% |
| 3M | -10.4% | -10.9% | +0.5% | -7.6% |
| 6M | -19.4% | -12.0% | -7.4% | -16.5% |
| YTD | -17.1% | +2.5% | -19.6% | -18.7% |
| 1Y | -26.3% | +10.7% | -36.9% | -29.7% |
| 3Y | -9.9% | +53.3% | -63.2% | -24.2% |
| All | +5.2% | +92.9% | -87.7% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling