+116.8%
NDAQ vs NVS
+90.8%
+26.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +1.3% | -1.3% | +2.5% | +1.5% |
| 30D | +18.0% | +9.3% | +8.7% | +16.0% |
| 3M | +11.5% | +5.8% | +5.7% | +10.0% |
| 6M | +21.1% | +7.2% | +13.9% | +18.8% |
| YTD | +12.8% | +20.0% | -7.1% | +7.3% |
| 1Y | +25.7% | +25.4% | +0.3% | +18.3% |
| 3Y | +116.8% | +89.2% | +27.6% | +75.4% |
| All | +116.8% | +90.8% | +26.0% | +75.4% |
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