+1,076.7%
NVS vs SIRI
-31.9%
+1,108.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -15.4% | -3.9% | -11.5% | -15.2% |
| 30D | -12.3% | -0.8% | -11.5% | -12.3% |
| 3M | -7.8% | +4.3% | -12.1% | -8.0% |
| 6M | -13.0% | +34.1% | -47.0% | -14.0% |
| YTD | +2.8% | +47.3% | -44.6% | +1.1% |
| 1Y | +10.6% | +22.9% | -12.3% | +9.6% |
| 3Y | +55.1% | -24.6% | +79.6% | +55.1% |
| 5Y | +91.7% | -43.2% | +134.9% | +92.6% |
| 10Y | +181.2% | -12.3% | +193.5% | +177.5% |
| All | +1,076.7% | -31.9% | +1,108.6% | +1,006.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling