-12.1%
OTIS vs NVS
+54.2%
-66.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -3.0% | -14.3% | +11.3% | +0.9% |
| 30D | -6.0% | -10.0% | +3.9% | -3.8% |
| 3M | -0.9% | -10.9% | +10.0% | +1.6% |
| 6M | -17.3% | -12.0% | -5.4% | -15.0% |
| YTD | -19.6% | +2.5% | -22.1% | -21.2% |
| 1Y | -21.0% | +10.7% | -31.7% | -24.6% |
| 3Y | -12.1% | +53.3% | -65.4% | -23.7% |
| All | -12.1% | +54.2% | -66.3% | -23.7% |
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 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