+174.9%
NVS vs SBAC
+87.1%
+87.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.5% | -0.7% |
| 7D | -14.3% | -2.1% | -12.2% | -13.9% |
| 30D | -10.0% | +2.0% | -12.0% | -10.4% |
| 3M | -10.9% | -8.3% | -2.6% | -9.4% |
| 6M | -12.0% | +0.3% | -12.3% | -12.8% |
| YTD | +2.5% | -2.2% | +4.7% | +2.0% |
| 1Y | +10.7% | -4.6% | +15.3% | +10.7% |
| 3Y | +53.3% | -8.3% | +61.6% | +52.8% |
| 5Y | +93.6% | -42.8% | +136.4% | +114.0% |
| All | +174.9% | +87.1% | +87.7% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling