+88.1%
OVV vs NVS
+135.9%
-47.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -10.7% | +1.3% | -12.1% | -10.9% |
| 30D | -5.3% | +13.9% | -19.2% | -7.4% |
| 3M | +2.4% | +4.7% | -2.3% | +1.3% |
| 6M | +5.7% | +12.1% | -6.4% | +2.9% |
| YTD | +56.8% | +22.3% | +34.4% | +48.3% |
| 1Y | +59.3% | +33.5% | +25.8% | +46.9% |
| 3Y | +49.0% | +94.7% | -45.8% | +17.9% |
| 5Y | +88.1% | +137.6% | -49.4% | +34.5% |
| All | +88.1% | +135.9% | -47.7% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling