+10.7%
NVS vs QSR
+28.6%
-17.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -14.3% | -4.0% | -10.3% | -13.2% |
| 30D | -10.0% | +2.8% | -12.7% | -10.2% |
| 3M | -10.9% | +5.1% | -16.0% | -11.6% |
| 6M | -12.0% | +8.8% | -20.8% | -13.7% |
| YTD | +2.5% | +14.8% | -12.3% | -1.2% |
| 1Y | +10.7% | +25.7% | -15.0% | +4.4% |
| All | +10.7% | +28.6% | -17.9% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling