-49.7%
NRG vs NVS
+37.6%
-87.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +3.6% | -17.1% | -13.5% |
| 7D | -13.7% | +5.7% | -19.4% | -13.8% |
| 30D | -13.6% | +17.1% | -30.6% | -14.1% |
| 3M | -28.5% | +7.6% | -36.2% | -28.8% |
| 6M | -45.8% | +14.1% | -59.8% | -47.2% |
| YTD | -46.9% | +23.3% | -70.3% | -46.3% |
| 1Y | -49.7% | +36.0% | -85.7% | -48.5% |
| All | -49.7% | +37.6% | -87.4% | -48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling