+122.8%
NTAP vs NVS
+92.5%
+30.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.0% | -15.7% | +14.7% | +0.9% |
| 30D | -7.5% | -11.1% | +3.6% | -6.5% |
| 3M | +14.6% | -7.2% | +21.8% | +14.6% |
| 6M | +91.0% | -12.3% | +103.3% | +93.1% |
| YTD | +73.7% | +2.8% | +70.9% | +69.1% |
| 1Y | +51.2% | +11.9% | +39.3% | +44.2% |
| 3Y | +146.1% | +55.1% | +91.1% | +112.7% |
| 5Y | +122.8% | +94.1% | +28.8% | +72.9% |
| All | +122.8% | +92.5% | +30.4% | +72.9% |
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