+154.9%
OVV vs NVS
+928.5%
-773.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | -10.7% | +1.3% | -12.1% | -11.5% |
| 30D | -5.3% | +13.9% | -19.2% | -12.1% |
| 3M | +2.4% | +4.7% | -2.3% | -1.7% |
| 6M | +5.7% | +12.1% | -6.4% | -3.1% |
| YTD | +56.8% | +22.3% | +34.4% | +35.2% |
| 1Y | +59.3% | +33.5% | +25.8% | +30.1% |
| 3Y | +49.0% | +94.7% | -45.8% | -6.0% |
| 5Y | +88.1% | +137.6% | -49.4% | +2.8% |
| 10Y | +42.5% | +254.5% | -211.9% | -34.5% |
| All | +154.9% | +928.5% | -773.5% | -28.5% |
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 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