+174.9%
NVS vs SPY
+322.5%
-147.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -14.3% | -0.8% | -13.5% | -13.9% |
| 30D | -10.0% | -1.1% | -8.9% | -9.5% |
| 3M | -10.9% | +3.9% | -14.8% | -12.7% |
| 6M | -12.0% | +13.6% | -25.6% | -17.5% |
| YTD | +2.5% | +12.7% | -10.2% | -3.6% |
| 1Y | +10.7% | +17.5% | -6.8% | +1.9% |
| 3Y | +53.3% | +76.9% | -23.6% | +12.1% |
| 5Y | +93.6% | +83.6% | +10.0% | +36.5% |
| All | +174.9% | +322.5% | -147.6% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling