+1,449.6%
NET vs NVS
+137.2%
+1,312.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.4% |
| 7D | -7.0% | +4.0% | -11.0% | -8.3% |
| 30D | -4.8% | +3.6% | -8.4% | -6.1% |
| 3M | +3.8% | +7.8% | -4.0% | +0.7% |
| 6M | +50.0% | -0.2% | +50.2% | +49.1% |
| YTD | +41.5% | +19.6% | +21.9% | +31.0% |
| 1Y | +32.8% | +28.4% | +4.5% | +19.3% |
| 3Y | +335.9% | +76.2% | +259.7% | +227.1% |
| 5Y | +113.8% | +111.1% | +2.8% | +40.0% |
| All | +1,449.6% | +137.2% | +1,312.3% | +844.9% |
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