+36.0%
NVS vs SIRI
+59.9%
-23.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.4% | -4.8% | +2.6% |
| 7D | +5.7% | +22.3% | -16.6% | +3.5% |
| 30D | +17.1% | +26.9% | -9.9% | +14.3% |
| 3M | +7.6% | +9.6% | -2.0% | +6.4% |
| 6M | +14.1% | +27.2% | -13.1% | +11.4% |
| YTD | +23.3% | +72.4% | -49.1% | +15.9% |
| 1Y | +36.0% | +59.9% | -23.9% | +29.7% |
| All | +36.0% | +59.9% | -23.9% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling