-54.2%
NVD vs NVS
+10.8%
-65.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +10.8% | -14.3% | +25.1% | +13.7% |
| 30D | +0.8% | -10.0% | +10.7% | +1.5% |
| 3M | -20.8% | -10.9% | -9.9% | -20.0% |
| 6M | -41.2% | -12.0% | -29.2% | -40.2% |
| YTD | -44.2% | +2.5% | -46.7% | -47.0% |
| 1Y | -54.2% | +10.7% | -64.8% | -58.7% |
| All | -54.2% | +10.8% | -65.0% | -58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling