+321.1%
NEM vs NVS
+1,076.7%
-755.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +3.1% | -15.4% | +18.4% | +7.9% |
| 30D | +10.0% | -12.3% | +22.3% | +13.8% |
| 3M | +30.9% | -7.8% | +38.7% | +33.3% |
| 6M | +10.5% | -13.0% | +23.5% | +14.5% |
| YTD | +29.7% | +2.8% | +27.0% | +27.9% |
| 1Y | +71.1% | +10.6% | +60.5% | +65.0% |
| 3Y | +252.1% | +55.1% | +197.0% | +207.1% |
| 5Y | +157.7% | +91.7% | +66.0% | +110.9% |
| 10Y | +319.4% | +181.2% | +138.1% | +203.9% |
| All | +321.1% | +1,076.7% | -755.6% | +142.5% |
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