-99.1%
NVD vs NVS
+47.6%
-146.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +10.8% | -14.3% | +25.1% | +15.5% |
| 30D | +0.8% | -10.0% | +10.7% | +2.9% |
| 3M | -20.8% | -10.9% | -9.9% | -18.7% |
| 6M | -41.2% | -12.0% | -29.2% | -39.4% |
| YTD | -44.2% | +2.5% | -46.7% | -46.3% |
| 1Y | -54.2% | +10.7% | -64.8% | -57.4% |
| 3Y | -99.1% | +53.3% | -152.4% | -99.3% |
| All | -99.1% | +47.6% | -146.7% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling