+17.2%
O vs NVS
+92.5%
-75.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.5% | -15.7% | +12.2% | +1.4% |
| 30D | -3.3% | -11.1% | +7.8% | -0.4% |
| 3M | -2.8% | -7.2% | +4.3% | -1.5% |
| 6M | -5.8% | -12.3% | +6.6% | -2.7% |
| YTD | +9.4% | +2.8% | +6.6% | +6.8% |
| 1Y | +5.7% | +11.9% | -6.3% | -0.2% |
| 3Y | +27.2% | +55.1% | -27.8% | +6.6% |
| 5Y | +17.2% | +94.1% | -76.9% | -10.0% |
| All | +17.2% | +92.5% | -75.3% | -10.0% |
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