-9.7%
NOC vs NVS
+27.7%
-37.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.0% |
| 7D | -5.2% | +4.0% | -9.2% | -6.3% |
| 30D | -7.2% | +3.6% | -10.8% | -8.2% |
| 3M | -5.1% | +7.8% | -12.9% | -7.6% |
| 6M | -31.1% | -0.2% | -30.9% | -31.8% |
| YTD | -8.6% | +19.6% | -28.2% | -13.6% |
| 1Y | -9.7% | +28.4% | -38.1% | -16.2% |
| All | -9.7% | +27.7% | -37.5% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling