+171.6%
OVV vs NVS
+905.2%
-733.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.7% |
| 7D | +0.3% | +4.0% | -3.8% | -2.0% |
| 30D | +11.7% | +3.6% | +8.1% | +9.2% |
| 3M | +9.8% | +7.8% | +2.0% | +4.5% |
| 6M | +26.6% | -0.2% | +26.7% | +24.7% |
| YTD | +67.0% | +19.6% | +47.4% | +47.8% |
| 1Y | +55.9% | +28.4% | +27.5% | +31.6% |
| 3Y | +45.5% | +76.2% | -30.7% | -1.3% |
| 5Y | +157.3% | +111.1% | +46.3% | +53.2% |
| 10Y | +65.0% | +224.3% | -159.3% | -19.3% |
| All | +171.6% | +905.2% | -733.6% | -21.8% |
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 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