+91.7%
NVS vs GEN
+20.0%
+71.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -15.4% | -2.9% | -12.5% | -15.0% |
| 30D | -12.3% | +2.1% | -14.4% | -12.5% |
| 3M | -7.8% | +19.7% | -27.5% | -9.9% |
| 6M | -13.0% | +33.3% | -46.2% | -16.4% |
| YTD | +2.8% | +11.1% | -8.4% | +1.2% |
| 1Y | +10.6% | +3.0% | +7.6% | +10.2% |
| 3Y | +55.1% | +57.9% | -2.8% | +43.6% |
| 5Y | +91.7% | +20.6% | +71.1% | +81.9% |
| All | +91.7% | +20.0% | +71.7% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling