+91.7%
NVS vs S
-71.9%
+163.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -15.4% | -1.2% | -14.2% | -15.4% |
| 30D | -12.3% | -12.6% | +0.2% | -12.2% |
| 3M | -7.8% | +27.6% | -35.4% | -8.3% |
| 6M | -13.0% | +35.5% | -48.4% | -13.7% |
| YTD | +2.8% | +29.6% | -26.8% | +2.0% |
| 1Y | +10.6% | +8.1% | +2.5% | +10.2% |
| 3Y | +55.1% | +14.8% | +40.3% | +53.1% |
| 5Y | +91.7% | -70.6% | +162.2% | +90.0% |
| All | +91.7% | -71.9% | +163.5% | +90.0% |
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