+28.4%
NOC vs NVS
+54.6%
-26.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.8% | -15.7% | +13.9% | +2.5% |
| 30D | -9.4% | -11.1% | +1.6% | -7.2% |
| 3M | -3.8% | -7.2% | +3.3% | -3.0% |
| 6M | -28.8% | -12.3% | -16.4% | -26.9% |
| YTD | -7.9% | +2.8% | -10.6% | -10.3% |
| 1Y | -9.0% | +11.9% | -21.0% | -14.0% |
| All | +28.4% | +54.6% | -26.2% | +8.1% |
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