+45.2%
NU vs NVS
+104.9%
-59.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -2.6% | -15.4% | +12.8% | +1.0% |
| 30D | +8.2% | -12.3% | +20.5% | +11.2% |
| 3M | +26.3% | -7.8% | +34.1% | +27.8% |
| 6M | +2.2% | -13.0% | +15.2% | +4.9% |
| YTD | -10.4% | +2.8% | -13.1% | -11.6% |
| 1Y | -3.0% | +10.6% | -13.6% | -6.1% |
| 3Y | +120.3% | +55.1% | +65.2% | +88.9% |
| All | +45.2% | +104.9% | -59.7% | +2.9% |
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 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