+46.9%
OVV vs NVS
+55.0%
-8.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -13.9% | +12.9% | -0.4% |
| 7D | -3.7% | -14.6% | +10.9% | -3.1% |
| 30D | +8.0% | -11.9% | +19.9% | +8.5% |
| 3M | +11.3% | -6.0% | +17.2% | +11.6% |
| 6M | +24.0% | -11.4% | +35.4% | +24.9% |
| YTD | +65.3% | +2.9% | +62.4% | +63.1% |
| 1Y | +60.2% | +10.2% | +49.9% | +56.5% |
| 3Y | +46.9% | +55.3% | -8.4% | +33.8% |
| All | +46.9% | +55.0% | -8.0% | +33.8% |
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