+19.1%
P vs NVS
+10.8%
+8.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.6% | +4.3% |
| 7D | -1.3% | -14.3% | +12.9% | -4.2% |
| 30D | -11.9% | -10.0% | -1.9% | -13.2% |
| 3M | +41.6% | -10.9% | +52.5% | +39.0% |
| 6M | +58.1% | -12.0% | +70.1% | +56.2% |
| YTD | +46.5% | +2.5% | +44.0% | +46.8% |
| 1Y | +19.1% | +10.7% | +8.4% | +19.4% |
| All | +19.1% | +10.8% | +8.2% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling