+5,827.0%
LOW vs NVS
+1,076.7%
+4,750.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.6% | -15.4% | +14.8% | +6.4% |
| 30D | -9.3% | -12.3% | +3.1% | -4.6% |
| 3M | -8.1% | -7.8% | -0.3% | -5.7% |
| 6M | -19.8% | -13.0% | -6.8% | -15.4% |
| YTD | -16.4% | +2.8% | -19.1% | -18.4% |
| 1Y | -24.7% | +10.6% | -35.3% | -29.1% |
| 3Y | -8.8% | +55.1% | -63.9% | -27.4% |
| 5Y | +7.8% | +91.7% | -83.9% | -23.1% |
| 10Y | +233.8% | +181.2% | +52.6% | +101.6% |
| All | +5,827.0% | +1,076.7% | +4,750.3% | +2,033.3% |
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