+243.5%
NEM vs NVS
+54.6%
+188.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.3% | -15.7% | +12.4% | +3.3% |
| 30D | +7.8% | -11.1% | +18.9% | +12.2% |
| 3M | +36.3% | -7.2% | +43.4% | +38.3% |
| 6M | +6.6% | -12.3% | +18.9% | +11.3% |
| YTD | +27.1% | +2.8% | +24.4% | +23.2% |
| 1Y | +62.3% | +11.9% | +50.4% | +51.0% |
| All | +243.5% | +54.6% | +188.9% | +191.6% |
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 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