+625.8%
NTAP vs NVS
+179.5%
+446.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.8% | +8.6% |
| 7D | +7.4% | -14.3% | +21.6% | +12.5% |
| 30D | -1.4% | -10.0% | +8.6% | +1.2% |
| 3M | +24.6% | -10.9% | +35.5% | +27.8% |
| 6M | +105.9% | -12.0% | +117.9% | +111.4% |
| YTD | +88.5% | +2.5% | +86.0% | +81.2% |
| 1Y | +62.1% | +10.7% | +51.4% | +50.5% |
| 3Y | +169.1% | +53.3% | +115.8% | +110.5% |
| 5Y | +141.9% | +93.6% | +48.3% | +63.1% |
| All | +625.8% | +179.5% | +446.2% | +323.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling