+2,507.7%
NOC vs NVS
+1,078.6%
+1,429.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -13.9% | +14.6% | +5.6% |
| 7D | -2.7% | -14.6% | +11.9% | +2.3% |
| 30D | -8.9% | -11.9% | +3.1% | -5.4% |
| 3M | -3.7% | -6.0% | +2.3% | -2.5% |
| 6M | -30.8% | -11.4% | -19.4% | -28.5% |
| YTD | -7.9% | +2.9% | -10.9% | -9.9% |
| 1Y | -9.4% | +10.2% | -19.7% | -13.7% |
| 3Y | +29.0% | +55.3% | -26.3% | +7.8% |
| 5Y | +56.1% | +89.6% | -33.6% | +20.1% |
| 10Y | +186.3% | +176.1% | +10.2% | +91.3% |
| All | +2,507.7% | +1,078.6% | +1,429.1% | +1,064.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling