-23.3%
ONON vs NVS
+94.7%
-118.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -3.5% | -15.4% | +11.9% | +1.2% |
| 30D | -30.8% | -12.3% | -18.5% | -28.2% |
| 3M | -29.8% | -7.8% | -22.0% | -28.6% |
| 6M | -34.8% | -13.0% | -21.8% | -32.4% |
| YTD | -42.3% | +2.8% | -45.0% | -43.3% |
| 1Y | -39.5% | +10.6% | -50.2% | -42.1% |
| 3Y | -9.3% | +55.1% | -64.4% | -26.2% |
| All | -23.3% | +94.7% | -118.0% | -48.3% |
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 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