+1,065.2%
NRG vs NVS
+179.5%
+885.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -4.7% | -14.3% | +9.6% | +0.8% |
| 30D | -6.0% | -10.0% | +4.0% | -2.9% |
| 3M | -8.0% | -10.9% | +2.9% | -5.0% |
| 6M | -23.2% | -12.0% | -11.2% | -20.3% |
| YTD | -28.1% | +2.5% | -30.6% | -30.4% |
| 1Y | -27.3% | +10.7% | -37.9% | -32.4% |
| 3Y | +208.7% | +53.3% | +155.4% | +137.2% |
| 5Y | +197.7% | +93.6% | +104.0% | +93.9% |
| All | +1,065.2% | +179.5% | +885.6% | +571.9% |
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