+623.3%
P vs NVS
+256.1%
+367.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -13.3% | +2.5% | -15.8% | -13.9% |
| 30D | -34.0% | +13.6% | -47.6% | -36.6% |
| 3M | +4.1% | +4.1% | 0.0% | +2.0% |
| 6M | +30.5% | +11.8% | +18.7% | +23.7% |
| YTD | +52.2% | +22.0% | +30.2% | +38.7% |
| 1Y | +10.3% | +32.3% | -22.0% | -3.0% |
| 3Y | +180.9% | +93.6% | +87.3% | +97.8% |
| 5Y | +259.7% | +136.7% | +123.0% | +114.9% |
| All | +623.3% | +256.1% | +367.1% | +253.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling