+629.3%
ON vs NVS
+179.5%
+449.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.6% |
| 7D | +2.4% | -14.3% | +16.6% | +10.1% |
| 30D | -8.6% | -10.0% | +1.3% | -4.6% |
| 3M | -34.3% | -10.9% | -23.5% | -31.7% |
| 6M | +28.5% | -12.0% | +40.5% | +34.1% |
| YTD | +40.6% | +2.5% | +38.1% | +34.3% |
| 1Y | +55.3% | +10.7% | +44.6% | +41.7% |
| 3Y | -22.2% | +53.3% | -75.5% | -43.8% |
| 5Y | +62.4% | +93.6% | -31.2% | -4.2% |
| All | +629.3% | +179.5% | +449.8% | +267.5% |
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