+294.9%
NVS vs SFM
+132.6%
+162.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -2.1% |
| 7D | +4.0% | -0.1% | +4.1% | +4.0% |
| 30D | +3.6% | -4.4% | +8.0% | +3.9% |
| 3M | +7.8% | +1.5% | +6.3% | +7.5% |
| 6M | -0.2% | +6.5% | -6.7% | -1.1% |
| YTD | +19.6% | +2.2% | +17.4% | +18.7% |
| 1Y | +28.4% | -41.9% | +70.3% | +33.2% |
| 3Y | +76.2% | +106.8% | -30.6% | +59.6% |
| 5Y | +111.1% | +231.6% | -120.5% | +80.0% |
| 10Y | +224.3% | +258.4% | -34.2% | +166.0% |
| All | +294.9% | +132.6% | +162.3% | +229.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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