+111.4%
NVS vs S
-56.8%
+168.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | +4.0% | -7.7% | +11.7% | +4.1% |
| 30D | +3.6% | -5.3% | +8.9% | +3.6% |
| 3M | +7.8% | +20.3% | -12.5% | +7.4% |
| 6M | -0.2% | +47.4% | -47.5% | -1.1% |
| YTD | +19.6% | +32.5% | -13.0% | +18.7% |
| 1Y | +28.4% | +9.5% | +18.8% | +27.9% |
| 3Y | +76.2% | +15.5% | +60.7% | +74.2% |
| 5Y | +111.1% | -71.2% | +182.3% | +109.0% |
| All | +111.4% | -56.8% | +168.2% | +111.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling