+327.1%
NET vs NVS
+78.3%
+248.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -2.2% |
| 7D | -7.0% | +4.0% | -11.0% | -6.5% |
| 30D | -4.8% | +3.6% | -8.4% | -4.3% |
| 3M | +3.8% | +7.8% | -4.0% | +4.7% |
| 6M | +50.0% | -0.2% | +50.2% | +51.3% |
| YTD | +41.5% | +19.6% | +21.9% | +43.3% |
| 1Y | +32.8% | +28.4% | +4.5% | +35.3% |
| All | +327.1% | +78.3% | +248.8% | +332.9% |
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 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