+53.3%
NVS vs SITM
+452.7%
-399.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.8% | -0.3% |
| 7D | -14.3% | +3.9% | -18.1% | -14.3% |
| 30D | -10.0% | -6.6% | -3.4% | -9.9% |
| 3M | -10.9% | -11.9% | +1.0% | -10.8% |
| 6M | -12.0% | +81.1% | -93.1% | -13.3% |
| YTD | +2.5% | +80.0% | -77.5% | +0.9% |
| 1Y | +10.7% | +145.8% | -135.2% | +8.6% |
| 3Y | +53.3% | +475.9% | -422.6% | +47.5% |
| All | +53.3% | +452.7% | -399.4% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling