+973.8%
NVS vs A
+457.0%
+516.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | +4.0% | -1.9% | +6.0% | +4.3% |
| 30D | +3.6% | +6.9% | -3.3% | +2.6% |
| 3M | +7.8% | +9.2% | -1.4% | +6.3% |
| 6M | -0.2% | +25.7% | -25.9% | -3.8% |
| YTD | +19.6% | +11.5% | +8.0% | +17.1% |
| 1Y | +28.4% | +18.4% | +10.0% | +24.6% |
| 3Y | +76.2% | +26.6% | +49.6% | +67.7% |
| 5Y | +111.1% | -12.8% | +123.9% | +109.5% |
| 10Y | +224.3% | +247.2% | -22.9% | +166.4% |
| All | +973.8% | +457.0% | +516.8% | +625.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling