+712.5%
NVT vs NVS
+165.4%
+547.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +2.0% | -15.7% | +17.7% | +8.3% |
| 30D | -7.2% | -11.1% | +3.9% | -4.2% |
| 3M | -0.9% | -7.2% | +6.3% | -0.5% |
| 6M | +42.6% | -12.3% | +54.9% | +46.9% |
| YTD | +52.9% | +2.8% | +50.1% | +45.2% |
| 1Y | +64.5% | +11.9% | +52.5% | +49.1% |
| 3Y | +178.0% | +55.1% | +122.9% | +100.9% |
| 5Y | +402.8% | +94.1% | +308.7% | +200.4% |
| All | +712.5% | +165.4% | +547.1% | +311.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling