+1,269.4%
NVS vs SM
+781.3%
+488.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.8% |
| 7D | +4.0% | +0.1% | +3.9% | +4.0% |
| 30D | +3.6% | +26.3% | -22.7% | +2.2% |
| 3M | +7.8% | +8.7% | -0.9% | +7.1% |
| 6M | -0.2% | +51.7% | -51.9% | -3.0% |
| YTD | +19.6% | +99.0% | -79.5% | +14.3% |
| 1Y | +28.4% | +34.6% | -6.2% | +25.2% |
| 3Y | +76.2% | -7.8% | +83.9% | +73.4% |
| 5Y | +111.1% | +104.8% | +6.3% | +93.9% |
| 10Y | +224.3% | +7.2% | +217.0% | +170.4% |
| All | +1,269.4% | +781.3% | +488.0% | +770.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling