-9.1%
NVTS vs NVS
+96.5%
-105.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | -1.4% | -14.3% | +12.8% | -0.3% |
| 30D | -16.5% | -10.0% | -6.6% | -16.1% |
| 3M | -47.6% | -10.9% | -36.7% | -47.5% |
| 6M | +7.3% | -12.0% | +19.3% | +7.9% |
| YTD | +62.9% | +2.5% | +60.4% | +58.1% |
| 1Y | +91.3% | +10.7% | +80.6% | +82.3% |
| 3Y | +43.4% | +53.3% | -9.9% | +22.9% |
| All | -9.1% | +96.5% | -105.7% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling