+32.6%
NET vs NVS
+138.1%
-105.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -2.9% |
| 7D | -16.4% | +5.7% | -22.1% | -16.8% |
| 30D | -25.8% | +17.1% | -42.9% | -27.3% |
| 3M | -11.5% | +7.6% | -19.2% | -12.6% |
| 6M | +18.9% | +14.1% | +4.8% | +15.6% |
| YTD | +35.2% | +23.3% | +11.9% | +28.6% |
| 1Y | +14.5% | +36.0% | -21.5% | +6.3% |
| 3Y | +313.8% | +97.3% | +216.5% | +219.0% |
| 5Y | +32.6% | +137.7% | -105.1% | -17.8% |
| All | +32.6% | +138.1% | -105.6% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling