+10.6%
NVS vs SUI
-6.7%
+17.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.5% |
| 7D | -15.4% | -4.3% | -11.1% | -13.6% |
| 30D | -12.3% | -2.1% | -10.2% | -11.3% |
| 3M | -7.8% | -6.1% | -1.7% | -5.3% |
| 6M | -13.0% | -12.8% | -0.2% | -8.2% |
| YTD | +2.8% | -4.6% | +7.4% | +4.6% |
| 1Y | +10.6% | -7.7% | +18.3% | +15.2% |
| All | +10.6% | -6.7% | +17.3% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 1y: compounded portfolio wealth divided by compounded SUI 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…
1y analysis · Full analysis span regression · 6 months rolling