+209.9%
ON vs NVS
+1,035.6%
-825.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +2.1% |
| 7D | +2.4% | +4.0% | -1.6% | -0.1% |
| 30D | -3.3% | +3.6% | -6.9% | -5.7% |
| 3M | -43.6% | +7.8% | -51.4% | -46.8% |
| 6M | +19.0% | -0.2% | +19.1% | +17.0% |
| YTD | +37.4% | +19.6% | +17.8% | +21.5% |
| 1Y | +54.8% | +28.4% | +26.4% | +31.0% |
| 3Y | -25.2% | +76.2% | -101.4% | -49.1% |
| 5Y | +62.7% | +111.1% | -48.4% | -2.8% |
| 10Y | +574.3% | +224.3% | +350.1% | +212.0% |
| All | +209.9% | +1,035.6% | -825.7% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling