+4,273.5%
NUE vs NVS
+1,076.7%
+3,196.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.7% |
| 7D | -2.3% | -15.4% | +13.1% | +5.2% |
| 30D | -6.1% | -12.3% | +6.2% | -0.9% |
| 3M | +1.7% | -7.8% | +9.5% | +4.5% |
| 6M | +53.1% | -13.0% | +66.1% | +61.5% |
| YTD | +59.0% | +2.8% | +56.3% | +54.4% |
| 1Y | +85.3% | +10.6% | +74.7% | +72.7% |
| 3Y | +63.2% | +55.1% | +8.2% | +25.8% |
| 5Y | +146.8% | +91.7% | +55.1% | +68.9% |
| 10Y | +584.3% | +181.2% | +403.1% | +284.0% |
| All | +4,273.5% | +1,076.7% | +3,196.8% | +1,412.1% |
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