+2,627.5%
NDAQ vs NVS
+782.7%
+1,844.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +1.3% | -1.3% | +2.5% | +1.9% |
| 30D | +18.0% | +9.3% | +8.7% | +13.0% |
| 3M | +11.5% | +5.8% | +5.7% | +7.4% |
| 6M | +21.1% | +7.2% | +13.9% | +15.3% |
| YTD | +12.8% | +20.0% | -7.1% | +1.0% |
| 1Y | +25.7% | +25.4% | +0.3% | +10.0% |
| 3Y | +116.8% | +89.2% | +27.6% | +50.6% |
| 5Y | +67.3% | +134.6% | -67.4% | +2.2% |
| 10Y | +473.3% | +251.4% | +222.0% | +181.3% |
| All | +2,627.5% | +782.7% | +1,844.8% | +832.0% |
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 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