-12.3%
NVS vs GNRC
-12.6%
+0.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | -0.1% |
| 7D | -15.7% | -0.7% | -15.0% | -15.7% |
| 30D | -11.1% | -15.8% | +4.8% | -11.4% |
| 3M | -7.2% | -24.0% | +16.8% | -8.1% |
| 6M | -12.3% | -13.8% | +1.5% | -14.5% |
| All | -12.3% | -12.6% | +0.2% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 6mo: compounded portfolio wealth divided by compounded GNRC 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…
6mo analysis · Full analysis span regression · 6 months rolling