+575.6%
NUE vs NVS
+179.5%
+396.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -0.6% | -14.3% | +13.6% | +6.0% |
| 30D | -4.6% | -10.0% | +5.4% | -0.9% |
| 3M | -0.3% | -10.9% | +10.6% | +3.9% |
| 6M | +51.9% | -12.0% | +63.8% | +59.0% |
| YTD | +60.0% | +2.5% | +57.5% | +55.0% |
| 1Y | +82.9% | +10.7% | +72.2% | +69.8% |
| 3Y | +66.0% | +53.3% | +12.7% | +26.0% |
| 5Y | +149.0% | +93.6% | +55.3% | +59.9% |
| All | +575.6% | +179.5% | +396.1% | +275.1% |
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