+36.0%
NVS vs GAP
+10.4%
+25.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.0% | -4.4% | +2.9% |
| 7D | +5.7% | +8.0% | -2.3% | +5.0% |
| 30D | +17.1% | +2.7% | +14.4% | +16.7% |
| 3M | +7.6% | +16.0% | -8.4% | +6.2% |
| 6M | +14.1% | +2.0% | +12.1% | +13.8% |
| YTD | +23.3% | -4.4% | +27.7% | +22.3% |
| 1Y | +36.0% | +9.2% | +26.8% | +31.0% |
| All | +36.0% | +10.4% | +25.6% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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