+158.7%
P vs NVS
+55.0%
+103.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -13.9% | +15.6% | -1.3% |
| 7D | +7.8% | -14.6% | +22.5% | +4.5% |
| 30D | +12.3% | -11.9% | +24.2% | +9.8% |
| 3M | +37.1% | -6.0% | +43.1% | +36.0% |
| 6M | +66.1% | -11.4% | +77.5% | +63.3% |
| YTD | +50.9% | +2.9% | +48.0% | +53.0% |
| 1Y | +27.2% | +10.2% | +17.0% | +30.7% |
| 3Y | +158.7% | +55.3% | +103.4% | +186.3% |
| All | +158.7% | +55.0% | +103.7% | +186.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling