+149.7%
NVS vs REPL
-19.2%
+168.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.2% |
| 7D | -14.3% | -14.1% | -0.2% | -14.1% |
| 30D | -10.0% | -15.2% | +5.3% | -9.7% |
| 3M | -10.9% | +49.9% | -60.8% | -12.1% |
| 6M | -12.0% | +63.5% | -75.5% | -15.0% |
| YTD | +2.5% | +32.9% | -30.4% | -0.6% |
| 1Y | +10.7% | +115.0% | -104.3% | +4.6% |
| 3Y | +53.3% | -34.7% | +88.0% | +42.2% |
| 5Y | +93.6% | -59.7% | +153.3% | +81.1% |
| All | +149.7% | -19.2% | +168.9% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling