+596.0%
NVS vs SPXU
-100.0%
+696.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | +0.1% |
| 7D | -15.4% | +1.3% | -16.6% | -15.1% |
| 30D | -12.3% | +5.1% | -17.4% | -11.4% |
| 3M | -7.8% | -9.1% | +1.3% | -9.2% |
| 6M | -13.0% | -29.6% | +16.6% | -17.9% |
| YTD | +2.8% | -27.7% | +30.4% | -2.4% |
| 1Y | +10.6% | -37.0% | +47.6% | +2.8% |
| 3Y | +55.1% | -80.2% | +135.2% | +19.8% |
| 5Y | +91.7% | -86.0% | +177.7% | +48.6% |
| 10Y | +181.2% | -99.5% | +280.8% | +24.1% |
| All | +596.0% | -100.0% | +696.0% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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