+172.1%
NXT vs NVS
+81.1%
+91.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -1.9% | -14.3% | +12.4% | -0.2% |
| 30D | -20.0% | -10.0% | -10.1% | -19.3% |
| 3M | -30.7% | -10.9% | -19.9% | -30.0% |
| 6M | -29.0% | -12.0% | -17.0% | -28.3% |
| YTD | -4.8% | +2.5% | -7.4% | -5.5% |
| 1Y | +22.8% | +10.7% | +12.1% | +20.5% |
| 3Y | +93.9% | +53.3% | +40.6% | +79.8% |
| All | +172.1% | +81.1% | +91.0% | +155.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling