-27.3%
NRG vs NVS
+10.8%
-38.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.6% |
| 7D | -4.7% | -14.3% | +9.6% | -4.4% |
| 30D | -6.0% | -10.0% | +4.0% | -5.9% |
| 3M | -8.0% | -10.9% | +2.9% | -8.0% |
| 6M | -23.2% | -12.0% | -11.2% | -24.0% |
| YTD | -28.1% | +2.5% | -30.6% | -25.1% |
| 1Y | -27.3% | +10.7% | -37.9% | -21.2% |
| All | -27.3% | +10.8% | -38.1% | -21.2% |
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 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