+66.2%
NDAQ vs NVS
+134.2%
-68.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +1.3% | -1.3% | +2.5% | +1.6% |
| 30D | +18.0% | +9.3% | +8.7% | +15.2% |
| 3M | +11.5% | +5.8% | +5.7% | +9.2% |
| 6M | +21.1% | +7.2% | +13.9% | +17.8% |
| YTD | +12.8% | +20.0% | -7.1% | +5.4% |
| 1Y | +25.7% | +25.4% | +0.3% | +15.7% |
| 3Y | +116.8% | +89.2% | +27.6% | +68.9% |
| All | +66.2% | +134.2% | -68.0% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling