+965.1%
NVS vs SBAC
+2,208.1%
-1,243.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.8% |
| 7D | +4.0% | -0.8% | +4.8% | +4.1% |
| 30D | +3.6% | +6.9% | -3.3% | +3.1% |
| 3M | +7.8% | -8.2% | +16.0% | +8.3% |
| 6M | -0.2% | -1.6% | +1.5% | -0.3% |
| YTD | +19.6% | -0.1% | +19.7% | +19.3% |
| 1Y | +28.4% | -0.5% | +28.8% | +28.0% |
| 3Y | +76.2% | -9.1% | +85.3% | +76.3% |
| 5Y | +111.1% | -43.8% | +154.9% | +116.7% |
| 10Y | +224.3% | +80.5% | +143.7% | +211.1% |
| All | +965.1% | +2,208.1% | -1,243.1% | +778.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling