+53.9%
NVS vs REPL
-25.4%
+79.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -1.8% | -12.1% | -13.9% |
| 7D | -14.6% | -5.7% | -8.9% | -14.6% |
| 30D | -11.9% | +22.5% | -34.4% | -11.9% |
| 3M | -6.0% | +64.7% | -70.6% | -5.9% |
| 6M | -11.4% | +83.0% | -94.4% | -11.8% |
| YTD | +2.9% | +52.0% | -49.0% | +2.6% |
| 1Y | +10.2% | +144.5% | -134.3% | +9.2% |
| All | +53.9% | -25.4% | +79.3% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling