+449.2%
ONTO vs NVS
+144.0%
+305.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.7% | +11.3% | +11.7% |
| 7D | +1.4% | +1.3% | 0.0% | +0.9% |
| 30D | -34.1% | +13.9% | -48.0% | -37.3% |
| 3M | -37.1% | +4.7% | -41.8% | -39.2% |
| 6M | -31.8% | +12.1% | -43.9% | -37.0% |
| YTD | +22.9% | +22.3% | +0.6% | +8.6% |
| 1Y | +39.5% | +33.5% | +6.0% | +17.7% |
| 3Y | +57.7% | +94.7% | -37.1% | +2.4% |
| 5Y | +115.8% | +137.6% | -21.7% | +12.1% |
| All | +449.2% | +144.0% | +305.3% | +169.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling