+328.2%
NSC vs NVS
+180.2%
+148.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.4% | -15.7% | +14.3% | +5.6% |
| 30D | -3.4% | -11.1% | +7.7% | +0.7% |
| 3M | +5.1% | -7.2% | +12.2% | +7.0% |
| 6M | +9.2% | -12.3% | +21.5% | +14.0% |
| YTD | +13.4% | +2.8% | +10.7% | +9.5% |
| 1Y | +20.8% | +11.9% | +8.9% | +11.6% |
| 3Y | +76.1% | +55.1% | +21.0% | +34.6% |
| 5Y | +45.3% | +94.1% | -48.8% | -4.6% |
| All | +328.2% | +180.2% | +148.0% | +152.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling