-99.1%
NVD vs NVS
+47.9%
-147.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +9.0% | -15.7% | +24.7% | +14.4% |
| 30D | -5.5% | -11.1% | +5.6% | -2.9% |
| 3M | -24.6% | -7.2% | -17.4% | -23.7% |
| 6M | -42.1% | -12.3% | -29.7% | -40.3% |
| YTD | -44.3% | +2.8% | -47.1% | -46.5% |
| 1Y | -54.2% | +11.9% | -66.1% | -57.6% |
| 3Y | -99.1% | +55.1% | -154.2% | -99.3% |
| All | -99.1% | +47.9% | -147.1% | -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 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