+94.0%
NVS vs SIRI
-41.5%
+135.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.3% |
| 7D | -14.3% | +0.6% | -14.8% | -14.3% |
| 30D | -10.0% | +2.5% | -12.4% | -10.1% |
| 3M | -10.9% | +6.6% | -17.5% | -11.4% |
| 6M | -12.0% | +32.9% | -44.8% | -14.1% |
| YTD | +2.5% | +50.5% | -47.9% | -1.1% |
| 1Y | +10.7% | +28.0% | -17.3% | +8.1% |
| 3Y | +53.3% | -22.4% | +75.7% | +52.7% |
| All | +94.0% | -41.5% | +135.5% | +99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling