+18.5%
ONDS vs NVS
+89.4%
-70.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.2% | -4.3% |
| 7D | -4.2% | -15.4% | +11.2% | -2.8% |
| 30D | -21.7% | -12.3% | -9.4% | -20.8% |
| 3M | -24.5% | -7.8% | -16.7% | -24.3% |
| 6M | -25.0% | -13.0% | -12.0% | -24.3% |
| YTD | -25.3% | +2.8% | -28.1% | -26.4% |
| 1Y | +33.8% | +10.6% | +23.1% | +29.8% |
| 3Y | +699.3% | +55.1% | +644.3% | +618.0% |
| 5Y | -5.2% | +91.7% | -96.9% | -23.9% |
| All | +18.5% | +89.4% | -70.8% | -7.9% |
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