+133.4%
NVS vs S
-67.1%
+200.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -1.8% |
| 7D | -2.8% | +1.2% | -4.1% | -2.9% |
| 30D | +11.5% | -7.3% | +18.8% | +11.5% |
| 3M | +3.7% | +5.9% | -2.2% | +3.5% |
| 6M | +10.4% | +45.6% | -35.2% | +9.5% |
| YTD | +19.8% | +58.5% | -38.7% | +18.5% |
| 1Y | +26.6% | +37.6% | -11.0% | +25.5% |
| 3Y | +90.1% | +51.7% | +38.4% | +86.6% |
| 5Y | +133.4% | -67.5% | +200.9% | +129.2% |
| All | +133.4% | -67.1% | +200.4% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling