+94.1%
NVS vs GAP
+3.0%
+91.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | -15.7% | -6.3% | -9.4% | -15.5% |
| 30D | -11.1% | -0.2% | -10.8% | -11.1% |
| 3M | -7.2% | 0.0% | -7.2% | -7.3% |
| 6M | -12.3% | -8.1% | -4.2% | -12.2% |
| YTD | +2.8% | -16.5% | +19.2% | +3.1% |
| 1Y | +11.9% | -10.5% | +22.4% | +12.0% |
| 3Y | +55.1% | +104.0% | -48.9% | +47.2% |
| 5Y | +94.1% | +6.8% | +87.3% | +86.7% |
| All | +94.1% | +3.0% | +91.0% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling