+2,136.6%
NSC vs NVS
+1,271.6%
+865.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.6% | -1.0% | +2.7% | +2.1% |
| 30D | +4.2% | +12.5% | -8.3% | -0.8% |
| 3M | -0.2% | +5.2% | -5.4% | -3.2% |
| 6M | +7.6% | +8.2% | -0.6% | +2.7% |
| YTD | +17.4% | +19.8% | -2.4% | +7.1% |
| 1Y | +18.3% | +24.8% | -6.5% | +6.0% |
| 3Y | +79.8% | +90.0% | -10.2% | +32.3% |
| 5Y | +34.3% | +134.3% | -99.9% | -10.9% |
| 10Y | +303.1% | +250.8% | +52.3% | +125.2% |
| All | +2,136.6% | +1,271.6% | +865.0% | +701.5% |
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