+150.5%
NVS vs QSR
+203.9%
-53.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -15.7% | -4.7% | -11.0% | -14.7% |
| 30D | -11.1% | +4.3% | -15.4% | -11.9% |
| 3M | -7.2% | +5.4% | -12.6% | -8.3% |
| 6M | -12.3% | +8.2% | -20.5% | -14.0% |
| YTD | +2.8% | +14.1% | -11.4% | -0.5% |
| 1Y | +11.9% | +28.1% | -16.2% | +5.6% |
| 3Y | +55.1% | +25.3% | +29.8% | +45.5% |
| 5Y | +94.1% | +40.4% | +53.7% | +76.3% |
| 10Y | +181.2% | +132.4% | +48.8% | +121.9% |
| All | +150.5% | +203.9% | -53.4% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling