+10,852.8%
NTAP vs NVS
+1,078.6%
+9,774.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -13.9% | +15.8% | +8.5% |
| 7D | +3.3% | -14.6% | +17.9% | +10.3% |
| 30D | -0.2% | -11.9% | +11.7% | +4.6% |
| 3M | +11.4% | -6.0% | +17.3% | +12.4% |
| 6M | +88.7% | -11.4% | +100.1% | +95.1% |
| YTD | +78.9% | +2.9% | +76.0% | +71.4% |
| 1Y | +58.8% | +10.2% | +48.6% | +46.5% |
| 3Y | +153.5% | +55.3% | +98.2% | +91.6% |
| 5Y | +136.7% | +89.6% | +47.1% | +58.2% |
| 10Y | +590.2% | +176.1% | +414.1% | +271.3% |
| All | +10,852.8% | +1,078.6% | +9,774.2% | +3,146.1% |
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 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