+175.5%
NVS vs A
+247.2%
-71.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -15.7% | -4.6% | -11.1% | -14.6% |
| 30D | -11.1% | -4.3% | -6.8% | -10.0% |
| 3M | -7.2% | +8.9% | -16.1% | -9.4% |
| 6M | -12.3% | +24.5% | -36.8% | -17.9% |
| YTD | +2.8% | +5.8% | -3.1% | +0.4% |
| 1Y | +11.9% | +16.2% | -4.3% | +6.5% |
| 3Y | +55.1% | +28.5% | +26.6% | +39.4% |
| 5Y | +94.1% | -16.3% | +110.4% | +96.1% |
| All | +175.5% | +247.2% | -71.7% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling