+8,253.7%
NVO vs NVS
+1,074.0%
+7,179.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -7.6% | -14.3% | +6.7% | -0.8% |
| 30D | -6.0% | -10.0% | +4.0% | -1.6% |
| 3M | -0.8% | -10.9% | +10.1% | +4.4% |
| 6M | +16.5% | -12.0% | +28.4% | +23.2% |
| YTD | -11.1% | +2.5% | -13.6% | -13.1% |
| 1Y | -16.7% | +10.7% | -27.4% | -21.6% |
| 3Y | -52.9% | +53.3% | -106.2% | -62.5% |
| 5Y | -3.0% | +93.6% | -96.6% | -31.4% |
| 10Y | +147.1% | +180.6% | -33.5% | +46.2% |
| All | +8,253.7% | +1,074.0% | +7,179.7% | +2,832.2% |
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