+45.2%
ONTO vs NVS
+93.3%
-48.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.4% | +10.7% | +11.1% |
| 7D | -14.0% | +1.1% | -15.1% | -13.9% |
| 30D | -43.1% | +13.4% | -56.5% | -42.4% |
| 3M | -35.5% | +5.4% | -40.9% | -35.0% |
| 6M | -41.1% | +9.6% | -50.6% | -41.1% |
| YTD | +9.8% | +21.5% | -11.7% | +9.1% |
| 1Y | +31.5% | +32.3% | -0.8% | +29.8% |
| 3Y | +45.2% | +92.9% | -47.8% | +40.9% |
| All | +45.2% | +93.3% | -48.2% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling