+53.7%
NVS vs GEN
+57.6%
-4.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -15.4% | -2.9% | -12.5% | -15.1% |
| 30D | -12.3% | +2.1% | -14.4% | -12.5% |
| 3M | -7.8% | +19.7% | -27.5% | -9.5% |
| 6M | -13.0% | +33.3% | -46.2% | -16.0% |
| YTD | +2.8% | +11.1% | -8.4% | +1.9% |
| 1Y | +10.6% | +3.0% | +7.6% | +11.0% |
| All | +53.7% | +57.6% | -4.0% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 3y: compounded portfolio wealth divided by compounded GEN 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…
3y analysis · Full analysis span regression · 6 months rolling