+174.9%
NVS vs QID
-99.2%
+274.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | -0.5% |
| 7D | -14.3% | +1.3% | -15.5% | -14.1% |
| 30D | -10.0% | +2.9% | -12.9% | -9.5% |
| 3M | -10.9% | -0.7% | -10.2% | -10.8% |
| 6M | -12.0% | -29.7% | +17.7% | -16.3% |
| YTD | +2.5% | -27.9% | +30.4% | -2.0% |
| 1Y | +10.7% | -34.6% | +45.2% | +4.5% |
| 3Y | +53.3% | -73.5% | +126.8% | +26.9% |
| 5Y | +93.6% | -81.0% | +174.6% | +60.1% |
| All | +174.9% | -99.2% | +274.0% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling