+361.5%
NDAQ vs NVS
+179.5%
+181.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -5.9% | -14.3% | +8.4% | +0.1% |
| 30D | -4.7% | -10.0% | +5.3% | -1.2% |
| 3M | +5.5% | -10.9% | +16.4% | +9.6% |
| 6M | +7.4% | -12.0% | +19.3% | +11.9% |
| YTD | -5.5% | +2.5% | -8.0% | -8.8% |
| 1Y | -3.7% | +10.7% | -14.4% | -10.8% |
| 3Y | +85.0% | +53.3% | +31.7% | +41.8% |
| 5Y | +49.0% | +93.6% | -44.6% | -2.1% |
| All | +361.5% | +179.5% | +181.9% | +159.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling