+94.1%
NVS vs SM
+108.0%
-14.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -15.7% | +2.1% | -17.8% | -15.7% |
| 30D | -11.1% | +18.1% | -29.2% | -11.3% |
| 3M | -7.2% | +17.0% | -24.2% | -7.5% |
| 6M | -12.3% | +55.4% | -67.8% | -13.3% |
| YTD | +2.8% | +108.6% | -105.8% | +0.7% |
| 1Y | +11.9% | +45.7% | -33.7% | +10.7% |
| 3Y | +55.1% | -0.3% | +55.4% | +53.9% |
| 5Y | +94.1% | +113.0% | -19.0% | +86.4% |
| All | +94.1% | +108.0% | -14.0% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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