+20.0%
ON vs NVS
+134.2%
-114.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | +12.2% | -1.3% | +13.5% | +12.5% |
| 30D | -3.1% | +9.3% | -12.4% | -5.0% |
| 3M | -12.9% | +5.8% | -18.7% | -14.2% |
| 6M | -38.6% | +7.2% | -45.8% | -40.2% |
| YTD | +31.2% | +20.0% | +11.3% | +23.4% |
| 1Y | +47.6% | +25.4% | +22.3% | +37.0% |
| 3Y | +6.6% | +89.2% | -82.6% | -15.0% |
| All | +20.0% | +134.2% | -114.2% | -13.3% |
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