+328.2%
NSC vs NVS
+180.2%
+148.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -2.0% | -15.4% | +13.3% | +4.7% |
| 30D | -3.2% | -12.3% | +9.1% | +1.5% |
| 3M | +3.9% | -7.8% | +11.7% | +6.2% |
| 6M | +7.8% | -13.0% | +20.8% | +12.9% |
| YTD | +13.4% | +2.8% | +10.7% | +9.5% |
| 1Y | +20.3% | +10.6% | +9.7% | +11.8% |
| 3Y | +76.1% | +55.1% | +21.0% | +34.6% |
| 5Y | +45.0% | +91.7% | -46.7% | -4.1% |
| 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 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