+47.6%
ON vs NVS
+37.6%
+9.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.5% | -2.1% |
| 7D | -5.8% | +5.7% | -11.5% | -6.3% |
| 30D | -17.1% | +17.1% | -34.2% | -18.2% |
| 3M | -11.8% | +7.6% | -19.4% | -11.8% |
| 6M | -30.2% | +14.1% | -44.3% | -32.5% |
| YTD | +31.6% | +23.3% | +8.3% | +19.8% |
| 1Y | +47.6% | +36.0% | +11.6% | +24.4% |
| All | +47.6% | +37.6% | +9.9% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling