-8.2%
NVO vs NVS
+37.6%
-45.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.6% | +1.4% | +3.1% |
| 7D | +10.2% | +5.7% | +4.5% | +7.1% |
| 30D | +12.4% | +17.1% | -4.7% | +3.6% |
| 3M | -3.5% | +7.6% | -11.2% | -8.3% |
| 6M | -3.8% | +14.1% | -17.8% | -11.8% |
| YTD | -13.0% | +23.3% | -36.3% | -27.6% |
| 1Y | -8.2% | +36.0% | -44.2% | -30.8% |
| All | -8.2% | +37.6% | -45.9% | -30.8% |
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