-70.8%
OPEN vs NVS
+123.2%
-194.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.6% |
| 7D | -4.3% | +4.0% | -8.3% | -6.4% |
| 30D | -16.2% | +3.6% | -19.8% | -17.8% |
| 3M | -36.4% | +7.8% | -44.2% | -39.4% |
| 6M | -35.5% | -0.2% | -35.3% | -36.0% |
| YTD | -46.0% | +19.6% | -65.5% | -52.4% |
| 1Y | -47.1% | +28.4% | -75.5% | -55.3% |
| 3Y | -19.0% | +76.2% | -95.2% | -42.2% |
| 5Y | -83.6% | +111.1% | -194.7% | -89.7% |
| All | -70.8% | +123.2% | -194.1% | -82.9% |
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