+53.7%
NVS vs QID
-73.3%
+126.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | +0.1% |
| 7D | -15.7% | +2.7% | -18.4% | -15.6% |
| 30D | -11.1% | +3.3% | -14.4% | -11.0% |
| 3M | -7.2% | -5.5% | -1.7% | -7.4% |
| 6M | -12.3% | -28.4% | +16.1% | -13.8% |
| YTD | +2.8% | -26.6% | +29.3% | +1.2% |
| 1Y | +11.9% | -34.1% | +46.1% | +9.8% |
| All | +53.7% | -73.3% | +126.9% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling