+167.5%
OVV vs NVS
+907.3%
-739.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +4.0% |
| 7D | +1.2% | -2.8% | +4.1% | +2.8% |
| 30D | -2.5% | +11.5% | -14.0% | -8.6% |
| 3M | +0.5% | +3.7% | -3.2% | -3.1% |
| 6M | +8.5% | +10.4% | -1.9% | +0.3% |
| YTD | +64.5% | +19.8% | +44.6% | +43.4% |
| 1Y | +64.7% | +26.6% | +38.1% | +38.6% |
| 3Y | +54.1% | +90.1% | -36.0% | -1.5% |
| 5Y | +95.4% | +133.4% | -37.9% | +7.7% |
| 10Y | +54.9% | +251.0% | -196.0% | -28.4% |
| All | +167.5% | +907.3% | -739.9% | -24.2% |
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