+36.0%
NVS vs S
+36.5%
-0.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +1.9% | +3.7% |
| 7D | +5.7% | -8.2% | +13.9% | +5.3% |
| 30D | +17.1% | -7.6% | +24.7% | +16.8% |
| 3M | +7.6% | +12.0% | -4.3% | +8.1% |
| 6M | +14.1% | +50.6% | -36.5% | +15.2% |
| YTD | +23.3% | +56.6% | -33.3% | +24.7% |
| 1Y | +36.0% | +39.2% | -3.3% | +39.1% |
| All | +36.0% | +36.5% | -0.5% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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