+2,102.2%
NSC vs NVS
+1,269.4%
+832.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.3% |
| 7D | -5.5% | +4.0% | -9.5% | -7.2% |
| 30D | -3.2% | +3.6% | -6.8% | -4.9% |
| 3M | +7.7% | +7.8% | -0.1% | +3.8% |
| 6M | +4.5% | -0.2% | +4.7% | +3.9% |
| YTD | +15.6% | +19.6% | -4.0% | +6.2% |
| 1Y | +19.8% | +28.4% | -8.5% | +6.6% |
| 3Y | +70.1% | +76.2% | -6.1% | +30.1% |
| 5Y | +46.1% | +111.1% | -65.0% | +2.0% |
| 10Y | +328.1% | +224.3% | +103.8% | +148.4% |
| All | +2,102.2% | +1,269.4% | +832.8% | +695.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling