-74.1%
OPEN vs NVS
+91.8%
-165.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | -10.5% | -15.7% | +5.2% | -3.5% |
| 30D | -21.8% | -11.1% | -10.7% | -18.0% |
| 3M | -37.5% | -7.2% | -30.3% | -36.5% |
| 6M | -44.1% | -12.3% | -31.8% | -41.5% |
| YTD | -52.0% | +2.8% | -54.7% | -54.8% |
| 1Y | -52.2% | +11.9% | -64.2% | -57.2% |
| 3Y | -25.9% | +55.1% | -81.0% | -44.2% |
| 5Y | -85.1% | +94.1% | -179.1% | -90.4% |
| All | -74.1% | +91.8% | -165.9% | -83.7% |
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