+696.9%
P vs NVS
+177.6%
+519.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.9% | -4.0% |
| 7D | +5.0% | -15.4% | +20.4% | +10.0% |
| 30D | -0.9% | -12.3% | +11.4% | +2.4% |
| 3M | +38.7% | -7.8% | +46.5% | +40.2% |
| 6M | +54.4% | -13.0% | +67.4% | +58.8% |
| YTD | +44.8% | +2.8% | +42.1% | +39.3% |
| 1Y | +22.5% | +10.6% | +11.9% | +13.9% |
| 3Y | +148.2% | +55.1% | +93.2% | +90.4% |
| 5Y | +268.9% | +91.7% | +177.2% | +140.6% |
| 10Y | +696.9% | +181.2% | +515.7% | +331.0% |
| All | +696.9% | +177.6% | +519.3% | +331.0% |
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