+113.0%
NVTS vs NVS
+27.7%
+85.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +5.8% |
| 7D | +2.7% | +4.0% | -1.3% | +4.0% |
| 30D | -4.5% | +3.6% | -8.0% | -3.2% |
| 3M | -61.5% | +7.8% | -69.3% | -61.0% |
| 6M | +28.0% | -0.2% | +28.2% | +31.0% |
| YTD | +65.3% | +19.6% | +45.7% | +66.5% |
| 1Y | +113.0% | +28.4% | +84.6% | +121.4% |
| All | +113.0% | +27.7% | +85.3% | +121.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling