+1,076.7%
NVS vs HIG
+680.6%
+396.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.2% |
| 7D | -15.4% | -0.5% | -14.9% | -15.3% |
| 30D | -12.3% | -2.8% | -9.5% | -12.0% |
| 3M | -7.8% | +6.3% | -14.2% | -8.4% |
| 6M | -13.0% | -0.1% | -12.9% | -13.0% |
| YTD | +2.8% | +0.4% | +2.3% | +2.7% |
| 1Y | +10.6% | +6.2% | +4.4% | +9.9% |
| 3Y | +55.1% | +101.6% | -46.6% | +43.9% |
| 5Y | +91.7% | +119.8% | -28.2% | +75.7% |
| 10Y | +181.2% | +311.7% | -130.5% | +137.1% |
| All | +1,076.7% | +680.6% | +396.2% | +600.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling