+183.8%
P vs NVS
+94.1%
+89.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.9% |
| 7D | -13.3% | +2.5% | -15.8% | -12.8% |
| 30D | -34.0% | +13.6% | -47.6% | -31.8% |
| 3M | +4.1% | +4.1% | 0.0% | +5.8% |
| 6M | +30.5% | +11.8% | +18.7% | +35.2% |
| YTD | +52.2% | +22.0% | +30.2% | +61.4% |
| 1Y | +10.3% | +32.3% | -22.0% | +19.1% |
| All | +183.8% | +94.1% | +89.7% | +243.4% |
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 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