-6.0%
NVS vs HIG
+4.2%
-10.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.0% | -12.0% | -12.7% |
| 7D | -14.6% | -1.1% | -13.5% | -13.6% |
| 30D | -11.9% | -4.9% | -7.0% | -9.4% |
| 3M | -6.0% | +6.8% | -12.7% | -8.7% |
| All | -6.0% | +4.2% | -10.2% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3mo: compounded portfolio wealth divided by compounded HIG 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…
3mo analysis · Full analysis span regression · Available span rolling