+94.0%
NVS vs SITM
+187.3%
-93.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.6% |
| YTD | +2.5% | +80.0% | -77.5% | +0.5% |
| 1Y | +10.7% | +145.8% | -135.2% | +7.8% |
| 3Y | +53.3% | +475.9% | -422.6% | +44.6% |
| All | +94.0% | +187.3% | -93.3% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling