+189.8%
NOC vs NVS
+179.5%
+10.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +0.8% | -14.3% | +15.0% | +6.1% |
| 30D | -9.7% | -10.0% | +0.3% | -6.9% |
| 3M | -5.6% | -10.9% | +5.2% | -2.5% |
| 6M | -28.6% | -12.0% | -16.6% | -25.9% |
| YTD | -7.9% | +2.5% | -10.4% | -10.3% |
| 1Y | -9.5% | +10.7% | -20.2% | -14.8% |
| 3Y | +28.4% | +53.3% | -24.9% | +4.3% |
| 5Y | +59.0% | +93.6% | -34.7% | +14.5% |
| All | +189.8% | +179.5% | +10.3% | +89.6% |
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