+1,269.4%
NVS vs GEN
+6,270.2%
-5,000.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.7% |
| 7D | +4.0% | -1.2% | +5.2% | +4.1% |
| 30D | +3.6% | +10.1% | -6.5% | +2.6% |
| 3M | +7.8% | +16.1% | -8.3% | +6.1% |
| 6M | -0.2% | +38.9% | -39.0% | -3.7% |
| YTD | +19.6% | +14.4% | +5.1% | +17.4% |
| 1Y | +28.4% | +5.9% | +22.5% | +26.9% |
| 3Y | +76.2% | +58.8% | +17.4% | +66.5% |
| 5Y | +111.1% | +24.7% | +86.4% | +102.4% |
| 10Y | +224.3% | +163.1% | +61.2% | +183.5% |
| All | +1,269.4% | +6,270.2% | -5,000.8% | +820.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling