+50.7%
O vs NVS
+179.5%
-128.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -2.9% | -14.3% | +11.4% | +3.1% |
| 30D | -4.5% | -10.0% | +5.4% | -1.1% |
| 3M | -2.6% | -10.9% | +8.2% | +1.1% |
| 6M | -5.6% | -12.0% | +6.3% | -1.6% |
| YTD | +9.3% | +2.5% | +6.8% | +6.0% |
| 1Y | +4.3% | +10.7% | -6.4% | -2.6% |
| 3Y | +27.4% | +53.3% | -25.9% | +0.7% |
| 5Y | +17.1% | +93.6% | -76.6% | -19.5% |
| All | +50.7% | +179.5% | -128.8% | -0.6% |
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