+506.3%
NOW vs NVS
+256.0%
+250.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -8.7% | +2.5% | -11.3% | -9.6% |
| 30D | -29.3% | +13.6% | -42.9% | -33.1% |
| 3M | -21.8% | +4.1% | -26.0% | -23.9% |
| 6M | +9.2% | +11.8% | -2.6% | +2.4% |
| YTD | -35.0% | +22.0% | -57.0% | -42.2% |
| 1Y | -42.5% | +32.3% | -74.8% | -51.0% |
| 3Y | -21.5% | +93.6% | -115.1% | -47.9% |
| 5Y | -25.8% | +136.7% | -162.5% | -58.5% |
| 10Y | +506.3% | +254.6% | +251.7% | +170.2% |
| All | +506.3% | +256.0% | +250.3% | +170.2% |
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 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