+45.9%
NSC vs NVS
+88.8%
-42.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -13.9% | +13.5% | +3.2% |
| 7D | -1.5% | -14.6% | +13.1% | +2.3% |
| 30D | -1.9% | -11.9% | +10.0% | +0.9% |
| 3M | +6.2% | -6.0% | +12.2% | +6.9% |
| 6M | +9.2% | -11.4% | +20.6% | +11.8% |
| YTD | +15.0% | +2.9% | +12.1% | +12.4% |
| 1Y | +21.1% | +10.2% | +10.8% | +15.6% |
| 3Y | +78.6% | +55.3% | +23.3% | +49.8% |
| 5Y | +45.9% | +89.6% | -43.7% | +11.4% |
| All | +45.9% | +88.8% | -42.9% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling