+471.0%
NVS vs QID
-100.0%
+571.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +0.3% | -14.2% | -13.9% |
| 7D | -14.6% | -2.7% | -11.9% | -15.1% |
| 30D | -11.9% | +1.8% | -13.7% | -11.6% |
| 3M | -6.0% | -2.2% | -3.8% | -6.1% |
| 6M | -11.4% | -32.1% | +20.7% | -17.5% |
| YTD | +2.9% | -28.6% | +31.5% | -3.0% |
| 1Y | +10.2% | -36.3% | +46.6% | +1.8% |
| 3Y | +55.3% | -74.4% | +129.7% | +21.9% |
| 5Y | +89.6% | -80.8% | +170.4% | +49.1% |
| 10Y | +176.1% | -99.1% | +275.2% | +16.5% |
| All | +471.0% | -100.0% | +571.0% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling