+1,040.6%
NBIS vs NVS
+25.8%
+1,014.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.1% | -5.1% |
| 7D | +8.3% | -15.7% | +24.0% | +2.5% |
| 30D | +18.1% | -11.1% | +29.1% | +14.3% |
| 3M | +7.8% | -7.2% | +14.9% | +5.4% |
| 6M | +136.6% | -12.3% | +148.9% | +128.4% |
| YTD | +172.5% | +2.8% | +169.8% | +177.3% |
| 1Y | +144.3% | +11.9% | +132.3% | +157.0% |
| All | +1,040.6% | +25.8% | +1,014.7% | +1,881.1% |
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 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