+1,269.4%
NVS vs SAN
+1,386.9%
-117.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +4.0% | +1.8% | +2.2% | +3.6% |
| 30D | +3.6% | +2.0% | +1.6% | +3.1% |
| 3M | +7.8% | +19.7% | -11.9% | +3.3% |
| 6M | -0.2% | +30.6% | -30.8% | -6.3% |
| YTD | +19.6% | +28.8% | -9.3% | +12.2% |
| 1Y | +28.4% | +57.8% | -29.4% | +15.0% |
| 3Y | +76.2% | +338.1% | -261.9% | +24.1% |
| 5Y | +111.1% | +384.2% | -273.1% | +41.2% |
| 10Y | +224.3% | +353.1% | -128.9% | +106.5% |
| All | +1,269.4% | +1,386.9% | -117.6% | +434.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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