+94.0%
NVS vs QSR
+40.5%
+53.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -14.3% | -4.0% | -10.3% | -13.3% |
| 30D | -10.0% | +2.8% | -12.7% | -10.4% |
| 3M | -10.9% | +5.1% | -16.0% | -11.9% |
| 6M | -12.0% | +8.8% | -20.8% | -13.9% |
| YTD | +2.5% | +14.8% | -12.3% | -1.3% |
| 1Y | +10.7% | +25.7% | -15.0% | +4.1% |
| 3Y | +53.3% | +27.5% | +25.8% | +41.0% |
| All | +94.0% | +40.5% | +53.5% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling