+1,291.3%
NVS vs SUI
+2,186.9%
-895.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.7% |
| 7D | +1.1% | +6.2% | -5.1% | -0.3% |
| 30D | +13.4% | +8.6% | +4.9% | +11.3% |
| 3M | +5.4% | +1.0% | +4.4% | +5.1% |
| 6M | +9.6% | -2.6% | +12.2% | +10.1% |
| YTD | +21.5% | -0.1% | +21.6% | +21.3% |
| 1Y | +32.3% | +0.5% | +31.9% | +32.0% |
| 3Y | +92.9% | +15.3% | +77.7% | +84.9% |
| 5Y | +134.3% | -26.1% | +160.5% | +144.0% |
| 10Y | +272.3% | +117.8% | +154.4% | +199.4% |
| All | +1,291.3% | +2,186.9% | -895.6% | +528.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling