+56.5%
OVV vs NVS
+177.6%
-121.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -3.8% | -15.4% | +11.6% | +3.7% |
| 30D | +1.3% | -12.3% | +13.6% | +7.0% |
| 3M | +14.3% | -7.8% | +22.2% | +17.2% |
| 6M | +21.1% | -13.0% | +34.1% | +27.0% |
| YTD | +66.0% | +2.8% | +63.3% | +57.6% |
| 1Y | +59.3% | +10.6% | +48.7% | +44.0% |
| 3Y | +47.6% | +55.1% | -7.5% | +3.5% |
| 5Y | +162.0% | +91.7% | +70.3% | +51.9% |
| 10Y | +56.5% | +181.2% | -124.7% | -15.6% |
| All | +56.5% | +177.6% | -121.1% | -15.6% |
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