+11.9%
NVS vs S
+10.1%
+1.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | +0.1% |
| 7D | -15.7% | +0.1% | -15.8% | -15.7% |
| 30D | -11.1% | -11.8% | +0.7% | -11.5% |
| 3M | -7.2% | +33.9% | -41.1% | -7.2% |
| 6M | -12.3% | +40.1% | -52.4% | -12.7% |
| YTD | +2.8% | +32.1% | -29.3% | +2.7% |
| 1Y | +11.9% | +11.0% | +0.9% | +12.4% |
| All | +11.9% | +10.1% | +1.9% | +12.4% |
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