+187.5%
NVT vs NVS
+54.2%
+133.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.9% | +4.6% |
| 7D | +4.1% | -14.3% | +18.3% | +3.0% |
| 30D | -5.1% | -10.0% | +4.8% | -6.0% |
| 3M | -1.2% | -10.9% | +9.7% | -2.1% |
| 6M | +46.6% | -12.0% | +58.5% | +45.0% |
| YTD | +60.0% | +2.5% | +57.5% | +58.0% |
| 1Y | +70.8% | +10.7% | +60.1% | +68.6% |
| 3Y | +187.5% | +53.3% | +134.2% | +174.7% |
| All | +187.5% | +54.2% | +133.3% | +174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 3y: compounded portfolio wealth divided by compounded NVS 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…
3y analysis · Full analysis span regression · 6 months rolling