+32.3%
NSC vs NVS
+134.2%
-101.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +2.5% | -1.3% | +3.7% | +2.8% |
| 30D | +1.7% | +9.3% | -7.6% | -0.6% |
| 3M | -2.6% | +5.8% | -8.3% | -4.6% |
| 6M | +6.4% | +7.2% | -0.8% | +3.5% |
| YTD | +15.5% | +20.0% | -4.5% | +8.3% |
| 1Y | +17.6% | +25.4% | -7.8% | +8.7% |
| 3Y | +75.0% | +89.2% | -14.2% | +38.4% |
| All | +32.3% | +134.2% | -101.9% | -7.4% |
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