+55.3%
ON vs NVS
+10.8%
+44.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.5% |
| 7D | +2.4% | -14.3% | +16.6% | +4.3% |
| 30D | -8.6% | -10.0% | +1.3% | -7.2% |
| 3M | -34.3% | -10.9% | -23.5% | -33.3% |
| 6M | +28.5% | -12.0% | +40.5% | +32.1% |
| YTD | +40.6% | +2.5% | +38.1% | +34.1% |
| 1Y | +55.3% | +10.7% | +44.6% | +44.8% |
| All | +55.3% | +10.8% | +44.5% | +44.8% |
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