+138.6%
NOK vs NVS
+179.5%
-41.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | +11.0% | -14.3% | +25.2% | +16.2% |
| 30D | +7.8% | -10.0% | +17.8% | +10.4% |
| 3M | -21.0% | -10.9% | -10.1% | -19.3% |
| 6M | +40.9% | -12.0% | +52.9% | +44.4% |
| YTD | +72.0% | +2.5% | +69.5% | +64.3% |
| 1Y | +140.9% | +10.7% | +130.2% | +120.9% |
| 3Y | +194.3% | +53.3% | +141.0% | +126.2% |
| 5Y | +112.5% | +93.6% | +18.9% | +41.6% |
| All | +138.6% | +179.5% | -41.0% | +32.9% |
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 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