+68.1%
NTAP vs NVS
+37.6%
+30.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -1.0% |
| 7D | -16.1% | +5.7% | -21.8% | -15.3% |
| 30D | -15.9% | +17.1% | -33.0% | -13.8% |
| 3M | -1.2% | +7.6% | -8.9% | +0.6% |
| 6M | +70.1% | +14.1% | +56.0% | +71.2% |
| YTD | +77.9% | +23.3% | +54.6% | +69.8% |
| 1Y | +68.1% | +36.0% | +32.1% | +53.0% |
| All | +68.1% | +37.6% | +30.5% | +53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling