+14.2%
LQD vs NVS
+54.2%
-40.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.1% | -14.3% | +13.2% | 0.0% |
| 30D | -1.3% | -10.0% | +8.7% | -0.7% |
| 3M | -3.2% | -10.9% | +7.7% | -2.5% |
| 6M | -2.1% | -12.0% | +9.8% | -1.4% |
| YTD | -2.4% | +2.5% | -4.9% | -3.1% |
| 1Y | -2.7% | +10.7% | -13.3% | -4.1% |
| 3Y | +14.2% | +53.3% | -39.1% | +8.0% |
| All | +14.2% | +54.2% | -40.0% | +8.0% |
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