+302.3%
NEM vs NVS
+179.5%
+122.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -1.0% | -14.3% | +13.3% | +4.2% |
| 30D | +7.8% | -10.0% | +17.8% | +11.3% |
| 3M | +30.2% | -10.9% | +41.1% | +34.6% |
| 6M | +9.6% | -12.0% | +21.6% | +13.9% |
| YTD | +27.8% | +2.5% | +25.3% | +25.5% |
| 1Y | +60.7% | +10.7% | +50.0% | +53.3% |
| 3Y | +245.3% | +53.3% | +192.0% | +193.1% |
| 5Y | +155.3% | +93.6% | +61.7% | +99.5% |
| All | +302.3% | +179.5% | +122.8% | +199.2% |
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