+28.7%
O vs NVS
+54.6%
-25.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.3% | -15.4% | +13.1% | +2.4% |
| 30D | -2.4% | -12.3% | +9.9% | +0.8% |
| 3M | -0.6% | -7.8% | +7.2% | +0.8% |
| 6M | -5.0% | -13.0% | +8.0% | -1.8% |
| YTD | +10.4% | +2.8% | +7.6% | +7.4% |
| 1Y | +6.6% | +10.6% | -4.1% | +0.7% |
| All | +28.7% | +54.6% | -25.8% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling